-0.1%
ONDS vs SO
+61.3%
-61.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | +8.2% | +1.0% | +7.2% | +8.3% |
| 30D | -16.4% | -3.2% | -13.2% | -16.5% |
| 3M | -26.0% | -1.7% | -24.3% | -26.3% |
| 6M | -22.5% | -7.2% | -15.3% | -22.6% |
| YTD | -21.9% | +4.6% | -26.5% | -22.6% |
| 1Y | +25.7% | +1.2% | +24.5% | +24.9% |
| 3Y | +735.5% | +45.3% | +690.3% | +642.3% |
| 5Y | -0.1% | +58.7% | -58.9% | -0.2% |
| All | -0.1% | +61.3% | -61.5% | -0.2% |
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