-11.6%
ONDS vs STLD
+59.7%
-71.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.0% | -5.9% | -7.3% |
| 7D | -23.2% | -3.9% | -19.2% | -21.3% |
| 30D | -29.0% | -0.4% | -28.6% | -28.6% |
| 3M | -40.5% | -9.2% | -31.3% | -37.7% |
| 6M | -45.8% | +5.0% | -50.8% | -47.2% |
| YTD | -46.0% | +42.8% | -88.8% | -53.5% |
| 1Y | -11.6% | +60.1% | -71.6% | -28.1% |
| All | -11.6% | +59.7% | -71.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling