+23.9%
ONDS vs NSC
+55.0%
-31.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +8.2% | -1.5% | +9.8% | +9.1% |
| 30D | -16.4% | -1.9% | -14.4% | -15.6% |
| 3M | -26.0% | +6.2% | -32.2% | -29.1% |
| 6M | -22.5% | +9.2% | -31.7% | -27.7% |
| YTD | -21.9% | +15.0% | -37.0% | -30.0% |
| 1Y | +25.7% | +21.1% | +4.7% | +8.9% |
| 3Y | +735.5% | +78.6% | +656.9% | +457.6% |
| 5Y | -0.1% | +45.9% | -46.0% | -26.2% |
| All | +23.9% | +55.0% | -31.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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