+18.5%
ONDS vs DXCM
-2.3%
+20.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.1% |
| 7D | -4.2% | -6.5% | +2.3% | -2.3% |
| 30D | -21.7% | -4.3% | -17.4% | -20.7% |
| 3M | -24.5% | +7.3% | -31.7% | -26.7% |
| 6M | -25.0% | +22.0% | -47.0% | -30.6% |
| YTD | -25.3% | +26.4% | -51.7% | -31.6% |
| 1Y | +33.8% | +7.0% | +26.8% | +28.0% |
| 3Y | +699.3% | -19.6% | +719.0% | +654.3% |
| 5Y | -5.2% | -39.3% | +34.1% | -5.7% |
| All | +18.5% | -2.3% | +20.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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