-5.2%
ONDS vs STZ
-38.0%
+32.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -4.2% | -6.0% | +1.8% | -2.8% |
| 30D | -21.7% | -8.9% | -12.8% | -20.1% |
| 3M | -24.5% | -12.6% | -11.9% | -22.4% |
| 6M | -25.0% | -17.2% | -7.8% | -22.3% |
| YTD | -25.3% | -10.0% | -15.3% | -25.6% |
| 1Y | +33.8% | -14.3% | +48.1% | +35.5% |
| 3Y | +699.3% | -49.9% | +749.3% | +897.1% |
| 5Y | -5.2% | -38.2% | +33.0% | +13.7% |
| All | -5.2% | -38.0% | +32.8% | +13.7% |
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