+17.6%
ONDS vs CELH
+123.7%
-106.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -5.1% | -11.2% | +6.1% | -1.8% |
| 30D | -26.0% | -1.4% | -24.5% | -26.2% |
| 3M | -26.4% | -4.2% | -22.3% | -27.3% |
| 6M | -26.4% | -40.5% | +14.0% | -16.8% |
| YTD | -25.9% | -40.5% | +14.6% | -16.8% |
| 1Y | +12.6% | -53.0% | +65.6% | +34.5% |
| 3Y | +706.9% | -59.1% | +766.0% | +837.2% |
| 5Y | -2.4% | -10.7% | +8.3% | -28.6% |
| All | +17.6% | +123.7% | -106.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling