+23.9%
ONDS vs ROL
+5.0%
+18.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -14.1% | -4.1% | -10.0% | -13.7% |
| 3M | -36.3% | -22.5% | -13.8% | -34.5% |
| 6M | -27.5% | -37.7% | +10.2% | -22.6% |
| YTD | -21.9% | -39.6% | +17.6% | -16.4% |
| 1Y | +43.0% | -36.0% | +79.0% | +50.7% |
| 3Y | +697.1% | -5.1% | +702.2% | +647.3% |
| 5Y | -1.2% | -3.4% | +2.2% | -14.2% |
| All | +23.9% | +5.0% | +18.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling