+17.9%
ONDS vs ROK
+89.0%
-71.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -5.0% | -1.6% | -3.4% | -4.0% |
| 30D | -25.6% | -5.4% | -20.1% | -22.7% |
| 3M | -22.1% | -4.0% | -18.2% | -20.0% |
| 6M | -27.6% | +13.3% | -40.9% | -33.1% |
| YTD | -25.7% | +9.3% | -35.1% | -30.0% |
| 1Y | +30.4% | +25.8% | +4.6% | +12.6% |
| 3Y | +695.0% | +49.1% | +645.9% | +506.7% |
| 5Y | -2.2% | +45.9% | -48.0% | -30.3% |
| All | +17.9% | +89.0% | -71.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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