+23.9%
ONDS vs XYZ
-61.2%
+85.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.6% |
| 7D | +8.2% | +2.9% | +5.4% | +6.8% |
| 30D | -16.4% | +1.4% | -17.7% | -17.0% |
| 3M | -26.0% | +14.6% | -40.6% | -31.4% |
| 6M | -22.5% | +20.8% | -43.2% | -29.2% |
| YTD | -21.9% | +23.1% | -45.0% | -30.5% |
| 1Y | +25.7% | +5.6% | +20.1% | +19.6% |
| 3Y | +735.5% | +50.9% | +684.6% | +502.0% |
| 5Y | -0.1% | -68.6% | +68.4% | +48.2% |
| All | +23.9% | -61.2% | +85.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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