-16.1%
ONDS vs DT
+15.0%
-31.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.3% | +3.1% | -6.4% | -5.0% |
| 30D | -16.0% | -29.5% | +13.6% | +2.8% |
| 3M | -42.1% | -11.7% | -30.4% | -38.6% |
| 6M | -41.8% | +29.0% | -70.8% | -51.7% |
| YTD | -47.1% | +3.4% | -50.5% | -51.4% |
| 1Y | -21.3% | -4.2% | -17.1% | -23.2% |
| 3Y | +695.1% | -12.8% | +707.9% | +679.8% |
| 5Y | -50.0% | -39.6% | -10.5% | -42.1% |
| All | -16.1% | +15.0% | -31.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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