-27.6%
ONDS vs PATH
-80.4%
+52.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.2% |
| 7D | -3.8% | -2.3% | -1.5% | -2.8% |
| 30D | -17.2% | -4.8% | -12.4% | -15.5% |
| 3M | -40.2% | -17.7% | -22.5% | -36.8% |
| 6M | -38.5% | +18.9% | -57.4% | -45.3% |
| YTD | -42.9% | -21.7% | -21.2% | -41.0% |
| 1Y | -5.3% | -9.6% | +4.4% | -8.5% |
| 3Y | +820.7% | -25.8% | +846.5% | +768.7% |
| 5Y | -41.6% | -77.1% | +35.5% | -25.8% |
| All | -27.6% | -80.4% | +52.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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