-13.3%
ONDS vs MOD
+757.2%
-770.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +5.7% | +12.3% | +15.7% |
| 7D | -15.6% | -25.5% | +10.0% | -5.2% |
| 30D | -25.8% | -49.0% | +23.2% | -3.5% |
| 3M | -39.0% | -49.8% | +10.9% | -21.1% |
| 6M | -42.9% | -64.8% | +21.9% | -15.7% |
| YTD | -45.3% | -27.6% | -17.7% | -40.6% |
| 1Y | +1.6% | -35.2% | +36.8% | +13.5% |
| 3Y | +834.3% | +137.1% | +697.2% | +503.1% |
| 5Y | -43.8% | +760.3% | -804.1% | -77.4% |
| All | -13.3% | +757.2% | -770.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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