+23.9%
ONDS vs ROK
+92.4%
-68.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.7% |
| 7D | +8.2% | +2.8% | +5.5% | +6.5% |
| 30D | -16.4% | -2.4% | -14.0% | -14.8% |
| 3M | -26.0% | -4.7% | -21.3% | -23.8% |
| 6M | -22.5% | +16.8% | -39.2% | -29.8% |
| YTD | -21.9% | +11.4% | -33.3% | -27.3% |
| 1Y | +25.7% | +26.2% | -0.4% | +8.4% |
| 3Y | +735.5% | +51.9% | +683.7% | +530.4% |
| 5Y | -0.1% | +46.4% | -46.5% | -29.8% |
| All | +23.9% | +92.4% | -68.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling