+850.2%
ONDS vs SARO
-23.7%
+873.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +1.3% |
| 7D | -5.0% | -4.0% | -1.0% | -1.9% |
| 30D | -25.6% | -16.1% | -9.4% | -14.7% |
| 3M | -22.1% | -4.5% | -17.6% | -19.1% |
| 6M | -27.6% | -17.0% | -10.5% | -17.6% |
| YTD | -25.7% | -17.5% | -8.2% | -14.1% |
| 1Y | +30.4% | -12.3% | +42.7% | +45.1% |
| All | +850.2% | -23.7% | +873.9% | +1,205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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