-29.7%
ONDS vs TOST
-46.9%
+17.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.4% | +19.4% | +18.5% |
| 7D | -15.6% | +9.4% | -25.0% | -18.9% |
| 30D | -25.8% | +13.5% | -39.3% | -29.8% |
| 3M | -39.0% | -0.1% | -38.8% | -39.7% |
| 6M | -42.9% | +22.5% | -65.3% | -48.5% |
| YTD | -45.3% | -2.4% | -43.0% | -47.0% |
| 1Y | +1.6% | -4.7% | +6.3% | -1.1% |
| 3Y | +834.3% | +103.2% | +731.1% | +542.0% |
| 5Y | -43.8% | -41.2% | -2.5% | -65.1% |
| All | -29.7% | -46.9% | +17.2% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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