-5.1%
ONDS vs CL
+28.4%
-33.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.9% |
| 7D | -3.5% | -2.2% | -1.4% | -4.7% |
| 30D | -14.1% | -4.8% | -9.3% | -16.4% |
| 3M | -36.3% | +4.9% | -41.3% | -34.2% |
| 6M | -27.5% | -5.7% | -21.8% | -28.9% |
| YTD | -21.9% | +14.4% | -36.3% | -15.3% |
| 1Y | +43.0% | +8.7% | +34.2% | +53.1% |
| 3Y | +697.1% | +30.0% | +667.1% | +817.9% |
| All | -5.1% | +28.4% | -33.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling