-13.5%
ONDS vs ROL
+11.6%
-25.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -7.1% |
| 7D | +17.7% | -1.7% | +19.4% | +17.8% |
| 30D | -20.7% | +18.5% | -39.2% | -22.0% |
| 3M | -45.5% | +4.3% | -49.9% | -45.7% |
| 6M | -41.2% | -27.7% | -13.4% | -38.5% |
| YTD | -45.5% | -35.8% | -9.7% | -41.9% |
| 1Y | -3.4% | -34.1% | +30.6% | +2.1% |
| 3Y | +779.3% | +2.9% | +776.4% | +717.1% |
| 5Y | -48.5% | +12.7% | -61.2% | -55.7% |
| All | -13.5% | +11.6% | -25.1% | -34.4% |
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