-5.2%
ONDS vs STM
+21.1%
-26.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | -4.2% | +1.7% | -5.9% | -5.2% |
| 30D | -21.7% | -5.2% | -16.5% | -19.0% |
| 3M | -24.5% | -29.6% | +5.2% | -8.4% |
| 6M | -25.0% | +54.4% | -79.4% | -46.4% |
| YTD | -25.3% | +99.5% | -124.8% | -55.7% |
| 1Y | +33.8% | +100.8% | -67.0% | -21.6% |
| 3Y | +699.3% | +20.2% | +679.2% | +535.4% |
| 5Y | -5.2% | +21.1% | -26.3% | -21.1% |
| All | -5.2% | +21.1% | -26.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling