-0.1%
ONDS vs ROL
-2.9%
+2.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | +8.2% | -3.4% | +11.7% | +8.7% |
| 30D | -16.4% | -6.9% | -9.4% | -15.6% |
| 3M | -26.0% | -24.6% | -1.4% | -23.4% |
| 6M | -22.5% | -39.5% | +17.1% | -16.4% |
| YTD | -21.9% | -41.1% | +19.2% | -15.6% |
| 1Y | +25.7% | -37.9% | +63.7% | +33.7% |
| 3Y | +735.5% | +0.8% | +734.7% | +650.0% |
| 5Y | -0.1% | -4.7% | +4.5% | -22.0% |
| All | -0.1% | -2.9% | +2.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling