-16.1%
ONDS vs MAR
+230.3%
-246.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -3.3% | +1.6% | -4.9% | -4.4% |
| 30D | -16.0% | +13.8% | -29.8% | -23.2% |
| 3M | -42.1% | +20.3% | -62.4% | -49.0% |
| 6M | -41.8% | +21.3% | -63.1% | -49.8% |
| YTD | -47.1% | +37.2% | -84.3% | -59.2% |
| 1Y | -21.3% | +48.4% | -69.8% | -43.2% |
| 3Y | +695.1% | +120.1% | +574.9% | +332.9% |
| 5Y | -50.0% | +182.1% | -232.1% | -76.8% |
| All | -16.1% | +230.3% | -246.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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