-2.2%
ONDS vs NEM
+153.1%
-155.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.1% |
| 7D | -5.0% | -3.3% | -1.7% | -4.0% |
| 30D | -25.6% | +7.8% | -33.4% | -27.4% |
| 3M | -22.1% | +36.3% | -58.4% | -29.3% |
| 6M | -27.6% | +6.6% | -34.1% | -29.9% |
| YTD | -25.7% | +27.1% | -52.9% | -30.6% |
| 1Y | +30.4% | +62.3% | -31.9% | +15.2% |
| 3Y | +695.0% | +245.1% | +449.9% | +512.5% |
| 5Y | -2.2% | +154.0% | -156.2% | -20.3% |
| All | -2.2% | +153.1% | -155.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 5y: compounded portfolio wealth divided by compounded NEM 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…
5y analysis · Full analysis span regression · 6 months rolling