+39.8%
ONDS vs FIVE
+69.4%
-29.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +8.2% | +3.7% | +4.6% | +6.1% |
| 30D | -16.4% | +4.0% | -20.3% | -18.7% |
| 3M | -26.0% | +36.2% | -62.3% | -39.0% |
| 6M | -22.5% | +18.0% | -40.5% | -31.4% |
| YTD | -21.9% | +34.9% | -56.8% | -37.8% |
| All | +39.8% | +69.4% | -29.6% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling