+23.9%
ONDS vs EFV
+123.2%
-99.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | +8.2% | +1.0% | +7.3% | +6.8% |
| 30D | -16.4% | +0.2% | -16.5% | -16.6% |
| 3M | -26.0% | +9.6% | -35.6% | -34.3% |
| 6M | -22.5% | +14.0% | -36.5% | -34.4% |
| YTD | -21.9% | +18.5% | -40.4% | -37.1% |
| 1Y | +25.7% | +27.9% | -2.2% | -8.4% |
| 3Y | +735.5% | +92.4% | +643.1% | +266.9% |
| 5Y | -0.1% | +97.2% | -97.3% | -56.9% |
| All | +23.9% | +123.2% | -99.3% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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