+17.9%
ONDS vs CARR
+64.5%
-46.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.9% |
| 7D | -5.0% | -4.1% | -0.9% | -2.3% |
| 30D | -25.6% | -11.0% | -14.6% | -19.7% |
| 3M | -22.1% | -16.4% | -5.8% | -12.9% |
| 6M | -27.6% | -2.4% | -25.2% | -28.3% |
| YTD | -25.7% | +8.4% | -34.1% | -32.8% |
| 1Y | +30.4% | -8.0% | +38.4% | +32.7% |
| 3Y | +695.0% | +0.6% | +694.4% | +646.4% |
| 5Y | -2.2% | +7.7% | -9.9% | -19.7% |
| All | +17.9% | +64.5% | -46.6% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling