-2.9%
ONDS vs M
+167.6%
-170.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.1% | +3.8% | +8.5% |
| 7D | +3.8% | +2.5% | +1.3% | +2.4% |
| 30D | -11.3% | +10.1% | -21.4% | -15.2% |
| 3M | -34.5% | -0.9% | -33.5% | -34.7% |
| 6M | -34.1% | +30.2% | -64.3% | -41.7% |
| YTD | -38.8% | +16.3% | -55.1% | -43.5% |
| 1Y | +2.8% | +27.0% | -24.2% | -8.7% |
| 3Y | +1,111.0% | +154.5% | +956.5% | +642.4% |
| 5Y | -33.7% | -1.1% | -32.6% | -44.4% |
| All | -2.9% | +167.6% | -170.5% | -37.7% |
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