+23.9%
ONDS vs NOC
+87.5%
-63.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +8.2% | -2.7% | +10.9% | +8.6% |
| 30D | -16.4% | -8.9% | -7.5% | -15.3% |
| 3M | -26.0% | -3.7% | -22.3% | -25.6% |
| 6M | -22.5% | -30.8% | +8.3% | -18.8% |
| YTD | -21.9% | -7.9% | -14.0% | -20.4% |
| 1Y | +25.7% | -9.4% | +35.2% | +28.6% |
| 3Y | +735.5% | +29.0% | +706.6% | +769.3% |
| 5Y | -0.1% | +56.1% | -56.2% | +12.0% |
| All | +23.9% | +87.5% | -63.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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