+17.6%
ONDS vs NTRS
+138.8%
-121.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.1% |
| 7D | -5.1% | +1.4% | -6.5% | -6.2% |
| 30D | -26.0% | -0.7% | -25.3% | -25.6% |
| 3M | -26.4% | +11.3% | -37.8% | -32.6% |
| 6M | -26.4% | +35.5% | -62.0% | -42.4% |
| YTD | -25.9% | +40.6% | -66.5% | -43.2% |
| 1Y | +12.6% | +49.2% | -36.6% | -16.6% |
| 3Y | +706.9% | +167.2% | +539.7% | +281.9% |
| 5Y | -2.4% | +94.9% | -97.4% | -45.8% |
| All | +17.6% | +138.8% | -121.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling