-48.5%
ONDS vs SO
+76.6%
-125.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -7.3% |
| 7D | +17.7% | -0.9% | +18.6% | +17.6% |
| 30D | -20.7% | +4.9% | -25.7% | -20.4% |
| 3M | -45.5% | +0.8% | -46.3% | -45.5% |
| 6M | -41.2% | +0.6% | -41.7% | -41.2% |
| YTD | -45.5% | +8.7% | -54.1% | -45.8% |
| 1Y | -3.4% | +4.0% | -7.4% | -3.6% |
| 3Y | +779.3% | +50.6% | +728.8% | +675.4% |
| 5Y | -48.5% | +77.5% | -126.0% | -51.9% |
| All | -48.5% | +76.6% | -125.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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