-2.9%
ONDS vs DECK
+93.7%
-96.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.3% | +7.6% | +10.1% |
| 7D | +3.8% | +6.4% | -2.6% | +0.9% |
| 30D | -11.3% | +9.1% | -20.4% | -15.0% |
| 3M | -34.5% | -7.2% | -27.3% | -33.0% |
| 6M | -34.1% | -9.9% | -24.2% | -32.4% |
| YTD | -38.8% | -12.8% | -26.1% | -37.5% |
| 1Y | +2.8% | +10.6% | -7.8% | -6.9% |
| 3Y | +1,111.0% | -13.8% | +1,124.8% | +1,009.8% |
| 5Y | -33.7% | +27.6% | -61.3% | -58.4% |
| All | -2.9% | +93.7% | -96.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling