+23.9%
ONDS vs M
+145.1%
-121.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.2% |
| 7D | -3.5% | +4.7% | -8.3% | -5.3% |
| 30D | -14.1% | -9.6% | -4.4% | -10.4% |
| 3M | -36.3% | +0.9% | -37.2% | -36.9% |
| 6M | -27.5% | +22.3% | -49.8% | -33.7% |
| YTD | -21.9% | +6.5% | -28.4% | -24.6% |
| 1Y | +43.0% | +38.8% | +4.2% | +23.2% |
| 3Y | +697.1% | +115.9% | +581.2% | +430.1% |
| 5Y | -1.2% | +28.6% | -29.8% | -20.6% |
| All | +23.9% | +145.1% | -121.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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