-40.8%
ONDS vs OSCR
-9.5%
-31.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | -5.0% | +1.1% | -6.0% | -5.3% |
| 30D | -25.6% | +16.5% | -42.0% | -28.8% |
| 3M | -22.1% | +17.0% | -39.1% | -26.2% |
| 6M | -27.6% | +145.0% | -172.5% | -45.4% |
| YTD | -25.7% | +126.7% | -152.4% | -42.8% |
| 1Y | +30.4% | +67.2% | -36.9% | +8.7% |
| 3Y | +695.0% | +405.1% | +289.8% | +305.3% |
| 5Y | -2.2% | +86.2% | -88.3% | -44.2% |
| All | -40.8% | -9.5% | -31.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling