+23.9%
ONDS vs SRE
+55.9%
-32.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | +8.2% | +1.4% | +6.8% | +7.5% |
| 30D | -16.4% | +1.9% | -18.3% | -17.5% |
| 3M | -26.0% | -3.3% | -22.7% | -25.5% |
| 6M | -22.5% | -6.4% | -16.1% | -20.8% |
| YTD | -21.9% | -1.8% | -20.1% | -22.7% |
| 1Y | +25.7% | +10.7% | +15.0% | +18.3% |
| 3Y | +735.5% | +31.8% | +703.7% | +620.2% |
| 5Y | -0.1% | +49.2% | -49.3% | -10.3% |
| All | +23.9% | +55.9% | -32.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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