+17.9%
ONDS vs TEVA
+262.1%
-244.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -5.0% | -0.7% | -4.2% | -4.7% |
| 30D | -25.6% | -0.4% | -25.2% | -25.3% |
| 3M | -22.1% | +8.2% | -30.4% | -25.5% |
| 6M | -27.6% | +15.3% | -42.9% | -33.7% |
| YTD | -25.7% | +16.5% | -42.2% | -32.2% |
| 1Y | +30.4% | +85.7% | -55.3% | -4.6% |
| 3Y | +695.0% | +277.9% | +417.1% | +293.1% |
| 5Y | -2.2% | +295.5% | -297.7% | -54.9% |
| All | +17.9% | +262.1% | -244.2% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling