-11.6%
ONDS vs OTIS
-9.8%
-1.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.9% | -12.8% | -6.8% |
| 7D | -23.2% | +9.5% | -32.7% | -19.1% |
| 30D | -29.0% | +21.1% | -50.1% | -22.0% |
| 3M | -40.5% | +9.0% | -49.5% | -37.7% |
| 6M | -45.8% | +6.4% | -52.3% | -42.6% |
| YTD | -46.0% | -7.1% | -38.9% | -42.2% |
| 1Y | -11.6% | -10.1% | -1.4% | -15.3% |
| All | -11.6% | -9.8% | -1.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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