+18.5%
ONDS vs STRL
+2,900.9%
-2,882.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -4.2% | +8.2% | -12.4% | -7.2% |
| 30D | -21.7% | -6.3% | -15.4% | -19.8% |
| 3M | -24.5% | -41.2% | +16.7% | -8.9% |
| 6M | -25.0% | +20.4% | -45.4% | -36.7% |
| YTD | -25.3% | +61.7% | -87.0% | -45.2% |
| 1Y | +33.8% | +72.7% | -39.0% | -4.2% |
| 3Y | +699.3% | +530.9% | +168.4% | +236.5% |
| 5Y | -5.2% | +2,125.4% | -2,130.6% | -76.0% |
| All | +18.5% | +2,900.9% | -2,882.4% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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