+17.9%
ONDS vs NTRS
+136.3%
-118.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.6% |
| 7D | -5.0% | +0.3% | -5.3% | -5.3% |
| 30D | -25.6% | +0.2% | -25.7% | -25.6% |
| 3M | -22.1% | +13.2% | -35.3% | -29.6% |
| 6M | -27.6% | +36.9% | -64.5% | -43.8% |
| YTD | -25.7% | +39.1% | -64.8% | -42.5% |
| 1Y | +30.4% | +50.4% | -20.0% | -3.8% |
| 3Y | +695.0% | +166.8% | +528.2% | +277.3% |
| 5Y | -2.2% | +92.9% | -95.0% | -45.1% |
| All | +17.9% | +136.3% | -118.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling