-41.0%
ONDS vs OSCR
-9.0%
-32.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -5.1% | +1.6% | -6.7% | -5.5% |
| 30D | -26.0% | +10.7% | -36.7% | -28.2% |
| 3M | -26.4% | +13.4% | -39.8% | -29.7% |
| 6M | -26.4% | +144.6% | -171.0% | -44.5% |
| YTD | -25.9% | +128.0% | -154.0% | -43.1% |
| 1Y | +12.6% | +68.7% | -56.0% | -6.4% |
| 3Y | +706.9% | +398.8% | +308.1% | +313.1% |
| 5Y | -2.4% | +87.3% | -89.7% | -44.4% |
| All | -41.0% | -9.0% | -32.0% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling