+233.7%
JPM vs ONDS
+28.1%
+205.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +8.2% | -8.6% | -0.7% |
| 30D | -1.1% | -16.4% | +15.2% | -0.6% |
| 3M | +14.1% | -26.0% | +40.2% | +14.9% |
| 6M | +23.3% | -22.5% | +45.8% | +23.4% |
| YTD | +11.3% | -21.9% | +33.2% | +10.9% |
| 1Y | +23.0% | +25.7% | -2.7% | +19.5% |
| 3Y | +162.6% | +735.5% | -573.0% | +125.7% |
| 5Y | +152.8% | -0.1% | +152.9% | +131.4% |
| All | +233.7% | +28.1% | +205.6% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling