+23.9%
ONDS vs REPL
-66.9%
+90.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -3.5% | -3.0% | -0.6% | -3.3% |
| 30D | -14.1% | +27.1% | -41.2% | -16.2% |
| 3M | -36.3% | +52.4% | -88.7% | -41.6% |
| 6M | -27.5% | +107.4% | -134.9% | -43.5% |
| YTD | -21.9% | +54.7% | -76.7% | -36.7% |
| 1Y | +43.0% | +158.9% | -115.9% | -2.2% |
| 3Y | +697.1% | -23.7% | +720.8% | +415.2% |
| 5Y | -1.2% | -54.3% | +53.2% | -29.0% |
| All | +23.9% | -66.9% | +90.8% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling