-42.9%
ONDS vs CART
+35.4%
-78.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.6% | +17.5% | +18.0% |
| 7D | -15.6% | +3.0% | -18.5% | -15.4% |
| 30D | -25.8% | +28.6% | -54.4% | -24.5% |
| 3M | -39.0% | +29.1% | -68.0% | -38.1% |
| 6M | -42.9% | +44.7% | -87.6% | -39.4% |
| All | -42.9% | +35.4% | -78.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 6mo: compounded portfolio wealth divided by compounded CART 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…
6mo analysis · Full analysis span regression · 6 months rolling