-2.2%
ONDS vs ROST
+107.5%
-109.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.0% | -2.5% | -2.5% | -3.4% |
| 30D | -25.6% | -10.3% | -15.3% | -20.1% |
| 3M | -22.1% | -2.6% | -19.5% | -21.4% |
| 6M | -27.6% | +6.5% | -34.1% | -32.5% |
| YTD | -25.7% | +25.9% | -51.6% | -38.4% |
| 1Y | +30.4% | +52.3% | -21.9% | -5.7% |
| 3Y | +695.0% | +94.6% | +600.4% | +384.8% |
| 5Y | -2.2% | +111.1% | -113.3% | -44.2% |
| All | -2.2% | +107.5% | -109.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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