+23.9%
ONDS vs ROST
+114.9%
-91.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +8.2% | +0.2% | +8.0% | +8.1% |
| 30D | -16.4% | -10.0% | -6.4% | -10.9% |
| 3M | -26.0% | +1.2% | -27.2% | -27.2% |
| 6M | -22.5% | +8.9% | -31.4% | -28.3% |
| YTD | -21.9% | +28.1% | -50.0% | -34.9% |
| 1Y | +25.7% | +53.0% | -27.2% | -6.6% |
| 3Y | +735.5% | +97.9% | +637.7% | +429.8% |
| 5Y | -0.1% | +112.0% | -112.1% | -41.7% |
| All | +23.9% | +114.9% | -91.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling