+886.8%
ONDS vs RL
+259.1%
+627.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +8.0% |
| 7D | +3.8% | +0.2% | +3.6% | +3.9% |
| 30D | -11.3% | +7.3% | -18.6% | -15.3% |
| 3M | -34.5% | +1.0% | -35.5% | -35.0% |
| 6M | -34.1% | +11.8% | -45.9% | -40.5% |
| YTD | -38.8% | +13.6% | -52.4% | -46.1% |
| 1Y | +2.8% | +24.0% | -21.3% | -15.7% |
| All | +886.8% | +259.1% | +627.7% | +416.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling