-37.4%
ONDS vs RL
+244.6%
-282.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +7.5% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -11.3% | +7.3% | -18.6% | -15.8% |
| 3M | -34.5% | +1.0% | -35.5% | -35.1% |
| 6M | -34.1% | +11.8% | -45.9% | -41.4% |
| YTD | -38.8% | +13.6% | -52.4% | -46.9% |
| 1Y | +2.8% | +24.0% | -21.3% | -17.3% |
| 3Y | +1,111.0% | +256.6% | +854.4% | +300.4% |
| All | -37.4% | +244.6% | -282.0% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling