-16.1%
ONDS vs FIVE
+51.7%
-67.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.3% | +2.7% | -5.9% | -4.2% |
| 30D | -16.0% | +12.7% | -28.6% | -20.4% |
| 3M | -42.1% | +2.1% | -44.1% | -43.1% |
| 6M | -41.8% | +17.5% | -59.2% | -47.1% |
| YTD | -47.1% | +31.0% | -78.1% | -54.5% |
| 1Y | -21.3% | +67.7% | -89.1% | -39.7% |
| 3Y | +695.1% | +43.4% | +651.7% | +526.7% |
| 5Y | -50.0% | +18.1% | -68.1% | -58.0% |
| All | -16.1% | +51.7% | -67.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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