+17.9%
ONDS vs SPY
+123.1%
-105.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.7% |
| 7D | -5.0% | -2.0% | -3.0% | -0.8% |
| 30D | -25.6% | -1.7% | -23.9% | -22.7% |
| 3M | -22.1% | +4.7% | -26.9% | -28.2% |
| 6M | -27.6% | +12.5% | -40.1% | -40.9% |
| YTD | -25.7% | +11.7% | -37.4% | -38.3% |
| 1Y | +30.4% | +17.5% | +12.9% | +0.2% |
| 3Y | +695.0% | +76.6% | +618.4% | +210.3% |
| 5Y | -2.2% | +82.0% | -84.2% | -59.8% |
| All | +17.9% | +123.1% | -105.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling