+23.9%
ONDS vs DXCM
+2.4%
+21.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -14.1% | +6.3% | -20.4% | -15.7% |
| 3M | -36.3% | +21.1% | -57.4% | -40.6% |
| 6M | -27.5% | +20.6% | -48.1% | -32.5% |
| YTD | -21.9% | +32.4% | -54.4% | -29.5% |
| 1Y | +43.0% | +8.8% | +34.1% | +36.1% |
| 3Y | +697.1% | -13.7% | +710.8% | +633.0% |
| 5Y | -1.2% | -35.2% | +34.0% | -3.8% |
| All | +23.9% | +2.4% | +21.6% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling