-44.8%
ONDS vs REPL
-34.5%
-10.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +3.4% |
| 7D | +8.7% | +5.3% | +3.5% | +8.3% |
| 30D | -14.1% | +66.6% | -80.7% | -18.0% |
| 3M | -41.2% | +59.6% | -100.7% | -43.7% |
| 6M | -39.2% | +482.4% | -521.5% | -52.9% |
| YTD | -41.3% | +124.1% | -165.4% | -52.9% |
| 1Y | -1.2% | +138.6% | -139.8% | -21.3% |
| 3Y | +847.1% | +96.0% | +751.1% | +413.1% |
| 5Y | -44.8% | -35.4% | -9.4% | -57.0% |
| All | -44.8% | -34.5% | -10.3% | -57.0% |
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