+17.6%
ONDS vs DLTR
+5.9%
+11.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -5.1% | -10.1% | +5.0% | -2.6% |
| 30D | -26.0% | -8.1% | -17.9% | -24.7% |
| 3M | -26.4% | +2.9% | -29.3% | -27.8% |
| 6M | -26.4% | +4.3% | -30.8% | -28.8% |
| YTD | -25.9% | -3.9% | -22.0% | -27.1% |
| 1Y | +12.6% | +18.9% | -6.3% | +5.2% |
| 3Y | +706.9% | +1.9% | +705.0% | +656.9% |
| 5Y | -2.4% | +31.0% | -33.4% | +10.7% |
| All | +17.6% | +5.9% | +11.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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