+23.9%
ONDS vs NEM
+153.9%
-130.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +8.2% | +3.9% | +4.4% | +7.0% |
| 30D | -16.4% | +12.7% | -29.1% | -19.4% |
| 3M | -26.0% | +28.7% | -54.7% | -31.4% |
| 6M | -22.5% | +9.8% | -32.3% | -25.4% |
| YTD | -21.9% | +28.1% | -50.0% | -26.9% |
| 1Y | +25.7% | +69.3% | -43.6% | +10.9% |
| 3Y | +735.5% | +247.7% | +487.9% | +552.0% |
| 5Y | -0.1% | +153.4% | -153.5% | -23.5% |
| All | +23.9% | +153.9% | -130.0% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling