-15.7%
SHOP vs ONDS
-3.7%
-12.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.1% | -4.8% |
| 7D | -10.6% | -4.2% | -6.4% | -10.0% |
| 30D | -18.3% | -21.7% | +3.4% | -15.4% |
| 3M | +14.8% | -24.5% | +39.3% | +18.3% |
| 6M | -5.0% | -25.0% | +20.0% | -3.4% |
| YTD | -21.2% | -25.3% | +4.1% | -21.2% |
| 1Y | -11.6% | +33.8% | -45.4% | -23.7% |
| 3Y | +101.2% | +699.3% | -598.1% | -11.0% |
| 5Y | -15.7% | -5.2% | -10.5% | -28.7% |
| All | -15.7% | -3.7% | -12.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 5y: compounded portfolio wealth divided by compounded ONDS 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…
5y analysis · Full analysis span regression · 6 months rolling