-6.8%
ONDS vs M
+166.5%
-173.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +8.7% | -3.3% | +12.0% | +10.4% |
| 30D | -14.1% | +8.1% | -22.2% | -17.2% |
| 3M | -41.2% | +2.2% | -43.4% | -42.1% |
| 6M | -39.2% | +35.1% | -74.3% | -47.0% |
| YTD | -41.3% | +15.8% | -57.1% | -45.7% |
| 1Y | -1.2% | +25.8% | -27.0% | -12.0% |
| 3Y | +847.1% | +156.2% | +690.9% | +479.3% |
| 5Y | -44.8% | -2.4% | -42.4% | -53.6% |
| All | -6.8% | +166.5% | -173.3% | -40.1% |
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