-16.1%
ONDS vs SPY
+122.7%
-138.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.2% |
| 7D | -3.3% | +2.6% | -5.9% | -8.0% |
| 30D | -16.0% | -2.0% | -14.0% | -11.0% |
| 3M | -42.1% | -2.8% | -39.3% | -37.3% |
| 6M | -41.8% | +2.1% | -43.9% | -41.5% |
| YTD | -47.1% | +11.5% | -58.6% | -55.1% |
| 1Y | -21.3% | +13.5% | -34.8% | -34.8% |
| 3Y | +695.1% | +77.7% | +617.4% | +204.7% |
| 5Y | -50.0% | +72.6% | -122.7% | -77.4% |
| All | -16.1% | +122.7% | -138.8% | -78.4% |
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