+23.9%
ONDS vs DT
+29.1%
-5.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.8% |
| 7D | +8.2% | -4.9% | +13.1% | +11.1% |
| 30D | -16.4% | +2.7% | -19.1% | -18.2% |
| 3M | -26.0% | +20.0% | -46.0% | -35.1% |
| 6M | -22.5% | +28.0% | -50.5% | -35.6% |
| YTD | -21.9% | +16.0% | -38.0% | -32.2% |
| 1Y | +25.7% | +0.7% | +25.0% | +21.5% |
| 3Y | +735.5% | +6.2% | +729.3% | +640.4% |
| 5Y | -0.1% | -28.1% | +28.0% | +2.9% |
| All | +23.9% | +29.1% | -5.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling