+17.6%
ONDS vs ROKU
-46.6%
+64.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | -26.0% | +2.1% | -28.1% | -26.7% |
| 3M | -26.4% | +29.5% | -55.9% | -36.1% |
| 6M | -26.4% | +53.8% | -80.2% | -40.5% |
| YTD | -25.9% | +42.8% | -68.7% | -38.1% |
| 1Y | +12.6% | +60.7% | -48.1% | -12.1% |
| 3Y | +706.9% | +83.9% | +623.0% | +441.5% |
| 5Y | -2.4% | -52.8% | +50.4% | -5.2% |
| All | +17.6% | -46.6% | +64.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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