-11.6%
ONDS vs OSCR
+104.5%
-116.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +8.6% | -17.6% | -11.8% |
| 7D | -23.2% | +15.5% | -38.6% | -27.1% |
| 30D | -29.0% | +8.5% | -37.5% | -31.5% |
| 3M | -40.5% | +15.8% | -56.4% | -44.6% |
| 6M | -45.8% | +89.5% | -135.3% | -62.3% |
| YTD | -46.0% | +144.9% | -190.9% | -68.7% |
| 1Y | -11.6% | +105.1% | -116.6% | -42.3% |
| All | -11.6% | +104.5% | -116.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling