-20.4%
ONDS vs NVTS
-17.0%
-3.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.6% |
| 7D | -4.2% | +3.5% | -7.7% | -5.0% |
| 30D | -21.7% | -11.9% | -9.8% | -19.5% |
| 3M | -24.5% | -49.2% | +24.8% | -13.2% |
| 6M | -25.0% | +38.4% | -63.4% | -34.2% |
| YTD | -25.3% | +62.5% | -87.8% | -37.1% |
| 1Y | +33.8% | +101.4% | -67.6% | +5.5% |
| 3Y | +699.3% | +40.4% | +658.9% | +509.5% |
| All | -20.4% | -17.0% | -3.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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