+17.6%
ONDS vs ROL
+1.7%
+15.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -5.1% | -3.2% | -2.0% | -4.8% |
| 30D | -26.0% | -4.9% | -21.1% | -25.6% |
| 3M | -26.4% | -25.8% | -0.6% | -23.8% |
| 6M | -26.4% | -37.6% | +11.1% | -21.6% |
| YTD | -25.9% | -41.5% | +15.6% | -20.4% |
| 1Y | +12.6% | -39.5% | +52.1% | +19.8% |
| 3Y | +706.9% | +0.1% | +706.8% | +642.3% |
| 5Y | -2.4% | -4.6% | +2.2% | -15.1% |
| All | +17.6% | +1.7% | +15.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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