-9.4%
ONDS vs STM
+14.2%
-23.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | -3.8% | -7.9% | +4.1% | +2.2% |
| 30D | -17.2% | -14.1% | -3.1% | -8.3% |
| 3M | -40.2% | -17.6% | -22.6% | -32.3% |
| 6M | -38.5% | -24.2% | -14.3% | -29.2% |
| YTD | -42.9% | +73.3% | -116.2% | -62.5% |
| 1Y | -5.3% | +90.1% | -95.4% | -41.4% |
| 3Y | +820.7% | +10.3% | +810.3% | +660.2% |
| 5Y | -41.6% | -5.7% | -35.9% | -48.5% |
| All | -9.4% | +14.2% | -23.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling