+23.9%
ONDS vs ZTS
-48.8%
+72.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -3.5% | -2.0% | -1.6% | -2.8% |
| 30D | -14.1% | +1.9% | -16.0% | -15.5% |
| 3M | -36.3% | -4.0% | -32.3% | -36.3% |
| 6M | -27.5% | -39.1% | +11.6% | -9.9% |
| YTD | -21.9% | -38.8% | +16.9% | -3.7% |
| 1Y | +43.0% | -49.6% | +92.5% | +95.4% |
| 3Y | +697.1% | -59.0% | +756.0% | +1,102.4% |
| 5Y | -1.2% | -61.8% | +60.6% | +49.3% |
| All | +23.9% | -48.8% | +72.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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