-22.4%
ONDS vs PATH
-80.2%
+57.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +12.0% |
| 7D | +3.8% | -2.7% | +6.5% | +5.0% |
| 30D | -11.3% | -3.7% | -7.6% | -9.9% |
| 3M | -34.5% | -13.8% | -20.7% | -32.1% |
| 6M | -34.1% | +20.3% | -54.4% | -41.6% |
| YTD | -38.8% | -20.8% | -18.0% | -37.0% |
| 1Y | +2.8% | -9.2% | +12.0% | -0.9% |
| 3Y | +1,111.0% | -21.8% | +1,132.7% | +1,018.0% |
| 5Y | -33.7% | -77.4% | +43.8% | -15.9% |
| All | -22.4% | -80.2% | +57.8% | -1.5% |
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