-5.1%
ONDS vs STLD
+292.4%
-297.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | -3.5% | +3.1% | -6.7% | -4.9% |
| 30D | -14.1% | -9.0% | -5.1% | -10.3% |
| 3M | -36.3% | -12.4% | -24.0% | -32.5% |
| 6M | -27.5% | +25.5% | -53.0% | -35.3% |
| YTD | -21.9% | +43.6% | -65.5% | -34.7% |
| 1Y | +43.0% | +87.2% | -44.2% | +5.9% |
| 3Y | +697.1% | +135.2% | +561.8% | +419.1% |
| All | -5.1% | +292.4% | -297.5% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling