+23.9%
ONDS vs STZ
-32.4%
+56.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -3.5% | -1.9% | -1.6% | -3.1% |
| 30D | -14.1% | -1.9% | -12.2% | -13.9% |
| 3M | -36.3% | -6.2% | -30.1% | -35.8% |
| 6M | -27.5% | -14.0% | -13.5% | -25.5% |
| YTD | -21.9% | -5.1% | -16.8% | -22.9% |
| 1Y | +43.0% | -9.6% | +52.5% | +43.1% |
| 3Y | +697.1% | -47.2% | +744.3% | +857.0% |
| 5Y | -1.2% | -33.6% | +32.4% | +13.4% |
| All | +23.9% | -32.4% | +56.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling