+23.9%
ONDS vs SPY
+126.8%
-102.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.7% |
| 7D | -3.5% | +0.1% | -3.7% | -3.6% |
| 30D | -14.1% | +0.1% | -14.1% | -14.0% |
| 3M | -36.3% | +2.0% | -38.3% | -37.6% |
| 6M | -27.5% | +13.0% | -40.5% | -41.5% |
| YTD | -21.9% | +13.5% | -35.5% | -37.3% |
| 1Y | +43.0% | +20.0% | +23.0% | +5.1% |
| 3Y | +697.1% | +77.2% | +619.9% | +207.3% |
| 5Y | -1.2% | +81.9% | -83.0% | -59.4% |
| All | +23.9% | +126.8% | -102.9% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling