+154.6%
JPM vs ONDS
-5.6%
+160.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.3% | -5.0% | +2.6% | -2.2% |
| 30D | -2.3% | -25.6% | +23.2% | -1.4% |
| 3M | +14.9% | -22.1% | +37.0% | +15.5% |
| 6M | +23.6% | -27.6% | +51.2% | +24.0% |
| YTD | +11.3% | -25.7% | +37.0% | +11.1% |
| 1Y | +19.9% | +30.4% | -10.5% | +16.1% |
| 3Y | +162.6% | +695.0% | -532.4% | +122.5% |
| 5Y | +154.6% | -2.2% | +156.8% | +138.6% |
| All | +154.6% | -5.6% | +160.2% | +138.6% |
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