+16.4%
LLY vs ONDS
-41.2%
+57.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +1.7% |
| 7D | +1.6% | -3.8% | +5.4% | +1.5% |
| 30D | +21.5% | -17.2% | +38.7% | +20.9% |
| 3M | +16.4% | -40.2% | +56.6% | +16.5% |
| All | +16.4% | -41.2% | +57.7% | +16.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling