+23.9%
ONDS vs SO
+76.1%
-52.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -3.5% | -0.2% | -3.4% | -3.6% |
| 30D | -14.1% | -4.6% | -9.5% | -14.4% |
| 3M | -36.3% | -3.0% | -33.3% | -36.6% |
| 6M | -27.5% | -8.3% | -19.2% | -27.8% |
| YTD | -21.9% | +3.5% | -25.5% | -22.4% |
| 1Y | +43.0% | -0.9% | +43.9% | +42.4% |
| 3Y | +697.1% | +45.4% | +651.7% | +634.9% |
| 5Y | -1.2% | +59.6% | -60.8% | -2.8% |
| All | +23.9% | +76.1% | -52.2% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling