-48.5%
ONDS vs STZ
-29.2%
-19.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.2% |
| 7D | +17.7% | 0.0% | +17.7% | +17.7% |
| 30D | -20.7% | +14.7% | -35.4% | -23.1% |
| 3M | -45.5% | +8.8% | -54.3% | -46.6% |
| 6M | -41.2% | +3.1% | -44.2% | -42.0% |
| YTD | -45.5% | +7.9% | -53.4% | -47.9% |
| 1Y | -3.4% | +14.2% | -17.6% | -10.1% |
| 3Y | +779.3% | -35.2% | +814.5% | +893.0% |
| 5Y | -48.5% | -29.6% | -18.9% | -48.6% |
| All | -48.5% | -29.2% | -19.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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