-1.6%
ONDS vs DT
-29.0%
+27.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -21.7% | +0.1% | -21.8% | -22.2% |
| 3M | -24.5% | +24.1% | -48.6% | -34.9% |
| 6M | -25.0% | +30.1% | -55.1% | -38.0% |
| YTD | -25.3% | +16.8% | -42.1% | -35.0% |
| 1Y | +33.8% | -0.1% | +33.9% | +30.4% |
| 3Y | +699.3% | +6.8% | +692.5% | +608.9% |
| All | -1.6% | -29.0% | +27.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling