+695.1%
ONDS vs STLA
-77.1%
+772.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -3.3% | -13.8% | +10.5% | +2.9% |
| 30D | -16.0% | -10.5% | -5.4% | -12.4% |
| 3M | -42.1% | -28.9% | -13.2% | -33.9% |
| 6M | -41.8% | -49.7% | +8.0% | -22.1% |
| YTD | -47.1% | -64.9% | +17.8% | -19.5% |
| 1Y | -21.3% | -64.0% | +42.7% | +17.2% |
| 3Y | +695.1% | -77.4% | +772.5% | +1,533.4% |
| All | +695.1% | -77.1% | +772.2% | +1,533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling