+364.7%
ONDS vs BOXX
+18.4%
+346.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.4% |
| 30D | -25.6% | +0.3% | -25.8% | -28.0% |
| 3M | -22.1% | +1.0% | -23.1% | -31.1% |
| 6M | -27.6% | +1.9% | -29.5% | -44.0% |
| YTD | -25.7% | +2.6% | -28.4% | -47.3% |
| 1Y | +30.4% | +4.0% | +26.4% | -18.4% |
| 3Y | +695.0% | +14.6% | +680.3% | +639.5% |
| All | +364.7% | +18.4% | +346.3% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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