+23.9%
ONDS vs RL
+299.1%
-275.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -1.5% |
| 7D | -3.5% | -0.8% | -2.7% | -3.0% |
| 30D | -14.1% | -7.8% | -6.3% | -9.5% |
| 3M | -36.3% | -4.0% | -32.3% | -35.5% |
| 6M | -27.5% | -1.9% | -25.6% | -28.8% |
| YTD | -21.9% | -0.2% | -21.8% | -24.7% |
| 1Y | +43.0% | +10.7% | +32.3% | +28.4% |
| 3Y | +697.1% | +210.8% | +486.3% | +245.5% |
| 5Y | -1.2% | +238.2% | -239.4% | -60.1% |
| All | +23.9% | +299.1% | -275.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling