+735.5%
ONDS vs DXCM
-19.4%
+755.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | +8.2% | -6.2% | +14.5% | +9.5% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -26.0% | +10.3% | -36.3% | -27.7% |
| 6M | -22.5% | +24.1% | -46.6% | -26.3% |
| YTD | -21.9% | +27.4% | -49.3% | -26.1% |
| 1Y | +25.7% | +8.4% | +17.4% | +22.0% |
| 3Y | +735.5% | -19.0% | +754.5% | +526.0% |
| All | +735.5% | -19.4% | +755.0% | +526.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling