-3.6%
ONDS vs OSCR
+96.8%
-100.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.1% |
| 3M | -26.4% | +13.4% | -39.8% | -29.6% |
| 6M | -26.4% | +144.6% | -171.0% | -44.1% |
| YTD | -25.9% | +128.0% | -154.0% | -42.7% |
| 1Y | +12.6% | +68.7% | -56.0% | -6.0% |
| 3Y | +706.9% | +398.8% | +308.1% | +319.3% |
| All | -3.6% | +96.8% | -100.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling