-13.5%
ONDS vs JD
-64.0%
+50.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -5.9% | -6.7% |
| 7D | +17.7% | -4.0% | +21.7% | +19.2% |
| 30D | -20.7% | +2.7% | -23.4% | -21.7% |
| 3M | -45.5% | -13.0% | -32.5% | -43.2% |
| 6M | -41.2% | -12.7% | -28.4% | -39.2% |
| YTD | -45.5% | -0.8% | -44.7% | -46.3% |
| 1Y | -3.4% | -8.9% | +5.4% | -2.3% |
| 3Y | +779.3% | +17.0% | +762.3% | +669.7% |
| 5Y | -48.5% | -63.5% | +15.0% | -33.5% |
| All | -13.5% | -64.0% | +50.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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