+17.6%
ONDS vs TEVA
+269.4%
-251.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | -5.1% | +2.0% | -7.1% | -5.9% |
| 30D | -26.0% | +1.0% | -27.0% | -26.2% |
| 3M | -26.4% | +7.3% | -33.8% | -29.4% |
| 6M | -26.4% | +21.7% | -48.2% | -34.2% |
| YTD | -25.9% | +18.8% | -44.8% | -32.9% |
| 1Y | +12.6% | +86.5% | -73.9% | -17.8% |
| 3Y | +706.9% | +269.4% | +437.5% | +303.6% |
| 5Y | -2.4% | +303.6% | -306.0% | -55.4% |
| All | +17.6% | +269.4% | -251.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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