+17.9%
ONDS vs TECK
+299.6%
-281.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +2.0% |
| 7D | -5.0% | -4.2% | -0.7% | -3.4% |
| 30D | -25.6% | -0.4% | -25.2% | -25.5% |
| 3M | -22.1% | +10.1% | -32.3% | -24.9% |
| 6M | -27.6% | +26.0% | -53.6% | -33.4% |
| YTD | -25.7% | +38.0% | -63.8% | -33.5% |
| 1Y | +30.4% | +63.8% | -33.4% | +9.7% |
| 3Y | +695.0% | +68.5% | +626.4% | +525.7% |
| 5Y | -2.2% | +179.2% | -181.3% | -39.4% |
| All | +17.9% | +299.6% | -281.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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