-0.1%
ONDS vs REPL
-53.9%
+53.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +8.2% | -5.7% | +14.0% | +8.8% |
| 30D | -16.4% | +22.5% | -38.8% | -17.9% |
| 3M | -26.0% | +64.7% | -90.7% | -32.0% |
| 6M | -22.5% | +83.0% | -105.5% | -36.5% |
| YTD | -21.9% | +52.0% | -73.9% | -35.0% |
| 1Y | +25.7% | +144.5% | -118.8% | -9.4% |
| 3Y | +735.5% | -25.1% | +760.6% | +479.9% |
| 5Y | -0.1% | -52.9% | +52.7% | -28.1% |
| All | -0.1% | -53.9% | +53.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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