-13.5%
ONDS vs RL
+345.4%
-358.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.3% | -6.6% |
| 7D | +17.7% | +2.4% | +15.3% | +15.9% |
| 30D | -20.7% | +4.6% | -25.3% | -23.0% |
| 3M | -45.5% | -1.1% | -44.4% | -45.2% |
| 6M | -41.2% | +16.5% | -57.7% | -48.5% |
| YTD | -45.5% | +11.4% | -56.9% | -51.2% |
| 1Y | -3.4% | +16.1% | -19.5% | -16.2% |
| 3Y | +779.3% | +252.6% | +526.7% | +249.6% |
| 5Y | -48.5% | +244.9% | -293.4% | -80.0% |
| All | -13.5% | +345.4% | -358.9% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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