+17.9%
ONDS vs DGX
+110.4%
-92.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -5.0% | -3.5% | -1.5% | -4.2% |
| 30D | -25.6% | -2.7% | -22.9% | -25.0% |
| 3M | -22.1% | +13.9% | -36.0% | -24.5% |
| 6M | -27.6% | +16.0% | -43.6% | -30.2% |
| YTD | -25.7% | +34.9% | -60.7% | -32.3% |
| 1Y | +30.4% | +30.6% | -0.2% | +20.0% |
| 3Y | +695.0% | +93.0% | +602.0% | +520.3% |
| 5Y | -2.2% | +64.4% | -66.6% | -25.9% |
| All | +17.9% | +110.4% | -92.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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