+23.9%
ONDS vs DD
+80.7%
-56.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -3.5% | -3.5% | 0.0% | -1.1% |
| 30D | -14.1% | -10.3% | -3.8% | -7.5% |
| 3M | -36.3% | -7.5% | -28.8% | -32.5% |
| 6M | -27.5% | -8.0% | -19.5% | -23.3% |
| YTD | -21.9% | +10.5% | -32.4% | -26.9% |
| 1Y | +43.0% | +38.3% | +4.7% | +16.6% |
| 3Y | +697.1% | +42.5% | +654.6% | +525.7% |
| 5Y | -1.2% | +60.2% | -61.3% | -26.8% |
| All | +23.9% | +80.7% | -56.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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