-16.1%
ONDS vs DFNS
-100.0%
+83.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -3.0% |
| 7D | -3.3% | -6.0% | +2.7% | -3.3% |
| 30D | -16.0% | -71.2% | +55.2% | -15.5% |
| 3M | -42.1% | -94.5% | +52.4% | -41.5% |
| 6M | -41.8% | -96.5% | +54.8% | -41.6% |
| YTD | -47.1% | -99.6% | +52.5% | -47.1% |
| 1Y | -21.3% | -99.7% | +78.3% | -21.3% |
| 3Y | +695.1% | -100.0% | +795.0% | +733.2% |
| 5Y | -50.0% | -100.0% | +49.9% | -45.6% |
| All | -16.1% | -100.0% | +83.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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