+713.6%
ONDS vs CTAS
+66.0%
+647.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -4.2% | +1.0% | -5.2% | -4.5% |
| 30D | -21.7% | -1.1% | -20.6% | -21.4% |
| 3M | -24.5% | +11.5% | -36.0% | -29.2% |
| 6M | -25.0% | +0.2% | -25.2% | -25.6% |
| YTD | -25.3% | +7.2% | -32.5% | -29.5% |
| 1Y | +33.8% | 0.0% | +33.8% | +32.4% |
| All | +713.6% | +66.0% | +647.6% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling