+18.5%
ONDS vs TECK
+326.5%
-307.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -3.4% |
| 7D | -4.2% | +4.9% | -9.1% | -6.1% |
| 30D | -21.7% | +5.2% | -26.9% | -23.3% |
| 3M | -24.5% | +13.8% | -38.2% | -28.1% |
| 6M | -25.0% | +38.5% | -63.5% | -33.4% |
| YTD | -25.3% | +47.3% | -72.6% | -34.8% |
| 1Y | +33.8% | +81.0% | -47.2% | +8.4% |
| 3Y | +699.3% | +79.9% | +619.5% | +513.3% |
| 5Y | -5.2% | +207.9% | -213.1% | -43.6% |
| All | +18.5% | +326.5% | -307.9% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling