-6.8%
ONDS vs STRL
+1,741.5%
-1,748.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +0.9% |
| 7D | +8.7% | +7.1% | +1.6% | +6.2% |
| 30D | -14.1% | -39.4% | +25.3% | +4.1% |
| 3M | -41.2% | -43.0% | +1.8% | -27.6% |
| 6M | -39.2% | -65.0% | +25.8% | -10.9% |
| YTD | -41.3% | -0.8% | -40.5% | -48.5% |
| 1Y | -1.2% | -20.3% | +19.1% | -5.3% |
| 3Y | +847.1% | +356.5% | +490.6% | +350.0% |
| 5Y | -44.8% | +952.8% | -997.6% | -82.5% |
| All | -6.8% | +1,741.5% | -1,748.3% | -71.4% |
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