+17.9%
ONDS vs VICR
+114.8%
-96.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.5% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -25.6% | -15.6% | -10.0% | -21.6% |
| 3M | -22.1% | -35.4% | +13.2% | -12.1% |
| 6M | -27.6% | +1.3% | -28.9% | -31.5% |
| YTD | -25.7% | +62.5% | -88.2% | -40.1% |
| 1Y | +30.4% | +255.5% | -225.1% | -21.3% |
| 3Y | +695.0% | +182.0% | +513.0% | +374.2% |
| 5Y | -2.2% | +42.9% | -45.1% | -32.9% |
| All | +17.9% | +114.8% | -96.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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