+17.6%
ONDS vs TTWO
+19.6%
-2.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | -26.0% | -11.3% | -14.7% | -20.8% |
| 3M | -26.4% | +1.6% | -28.0% | -27.9% |
| 6M | -26.4% | +2.1% | -28.5% | -27.6% |
| YTD | -25.9% | -15.8% | -10.1% | -19.0% |
| 1Y | +12.6% | -12.6% | +25.2% | +20.7% |
| 3Y | +706.9% | +48.2% | +658.7% | +544.3% |
| 5Y | -2.4% | +40.0% | -42.4% | -24.3% |
| All | +17.6% | +19.6% | -2.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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