-44.5%
ONDS vs DFNS
-100.0%
+55.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.7% | -9.9% | +2.8% |
| 7D | +8.7% | -13.0% | +21.7% | +8.8% |
| 30D | -14.1% | -56.9% | +42.8% | -13.8% |
| 3M | -41.2% | -93.2% | +52.0% | -40.6% |
| 6M | -39.2% | -95.4% | +56.3% | -39.1% |
| YTD | -41.3% | -99.5% | +58.2% | -41.3% |
| 1Y | -1.2% | -99.6% | +98.4% | -1.3% |
| 3Y | +847.1% | -100.0% | +947.1% | +892.2% |
| All | -44.5% | -100.0% | +55.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling