+23.9%
ONDS vs DLR
+71.2%
-47.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -3.5% | +1.6% | -5.1% | -4.5% |
| 30D | -14.1% | -3.4% | -10.7% | -12.2% |
| 3M | -36.3% | +0.5% | -36.8% | -36.9% |
| 6M | -27.5% | +4.6% | -32.1% | -29.6% |
| YTD | -21.9% | +23.4% | -45.3% | -32.3% |
| 1Y | +43.0% | +19.0% | +23.9% | +27.8% |
| 3Y | +697.1% | +56.5% | +640.5% | +511.5% |
| 5Y | -1.2% | +33.3% | -34.5% | -25.2% |
| All | +23.9% | +71.2% | -47.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling