+918.0%
LLY vs ONDS
-10.6%
+928.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.6% |
| 7D | +4.6% | +17.7% | -13.1% | +4.3% |
| 30D | +22.4% | -20.7% | +43.1% | +22.7% |
| 3M | +17.1% | -45.5% | +62.7% | +18.1% |
| 6M | +44.6% | -41.2% | +85.8% | +45.3% |
| YTD | +33.5% | -45.5% | +78.9% | +33.7% |
| 1Y | +41.1% | -3.4% | +44.6% | +39.4% |
| 3Y | +143.8% | +779.3% | -635.6% | +121.4% |
| 5Y | +473.4% | -48.5% | +521.9% | +448.5% |
| All | +918.0% | -10.6% | +928.6% | +877.7% |
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 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