+695.1%
ONDS vs DLR
+54.1%
+641.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -1.5% |
| 7D | -3.3% | +3.3% | -6.6% | -5.6% |
| 30D | -16.0% | +4.6% | -20.6% | -18.2% |
| 3M | -42.1% | -8.3% | -33.8% | -38.0% |
| 6M | -41.8% | -5.6% | -36.1% | -39.2% |
| YTD | -47.1% | +18.7% | -65.9% | -53.8% |
| 1Y | -21.3% | +17.1% | -38.4% | -30.0% |
| 3Y | +695.1% | +54.4% | +640.7% | +606.2% |
| All | +695.1% | +54.1% | +641.0% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling