-3.3%
ONDS vs DLTR
+30.9%
-34.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -5.0% | -9.4% | +4.5% | -2.2% |
| 30D | -25.6% | -7.3% | -18.2% | -24.2% |
| 3M | -22.1% | +7.6% | -29.7% | -25.0% |
| 6M | -27.6% | +1.6% | -29.1% | -29.7% |
| YTD | -25.7% | -3.5% | -22.2% | -27.0% |
| 1Y | +30.4% | +20.0% | +10.4% | +19.7% |
| 3Y | +695.0% | +2.3% | +692.7% | +639.4% |
| All | -3.3% | +30.9% | -34.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling