-16.1%
ONDS vs ISRG
+76.6%
-92.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.5% |
| 7D | -3.3% | -2.0% | -1.2% | -1.9% |
| 30D | -16.0% | +5.6% | -21.5% | -19.4% |
| 3M | -42.1% | +10.5% | -52.6% | -46.2% |
| 6M | -41.8% | +2.6% | -44.4% | -44.9% |
| YTD | -47.1% | -21.7% | -25.5% | -40.8% |
| 1Y | -21.3% | -21.6% | +0.2% | -12.2% |
| 3Y | +695.1% | +57.0% | +638.0% | +443.8% |
| 5Y | -50.0% | +25.0% | -75.0% | -62.9% |
| All | -16.1% | +76.6% | -92.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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