-16.1%
ONDS vs Z
-72.3%
+56.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.5% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -16.0% | +5.2% | -21.1% | -19.0% |
| 3M | -42.1% | -17.0% | -25.0% | -38.7% |
| 6M | -41.8% | -22.7% | -19.1% | -37.6% |
| YTD | -47.1% | -56.3% | +9.2% | -27.3% |
| 1Y | -21.3% | -57.7% | +36.3% | +10.1% |
| 3Y | +695.1% | -16.5% | +711.6% | +686.9% |
| 5Y | -50.0% | -53.4% | +3.4% | -39.5% |
| All | -16.1% | -72.3% | +56.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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