+12.6%
ONDS vs CARR
-5.9%
+18.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -5.1% | -3.8% | -1.3% | -3.6% |
| 30D | -26.0% | -8.9% | -17.1% | -23.2% |
| 3M | -26.4% | -17.3% | -9.1% | -21.6% |
| 6M | -26.4% | -1.4% | -25.1% | -26.2% |
| YTD | -25.9% | +10.0% | -35.9% | -33.1% |
| 1Y | +12.6% | -6.4% | +19.0% | +27.6% |
| All | +12.6% | -5.9% | +18.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling