+23.9%
ONDS vs EL
-54.2%
+78.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.3% |
| 7D | -3.5% | +0.8% | -4.3% | -3.8% |
| 30D | -14.1% | +19.8% | -33.9% | -20.3% |
| 3M | -36.3% | +25.7% | -62.0% | -42.2% |
| 6M | -27.5% | +5.4% | -32.9% | -30.4% |
| YTD | -21.9% | +0.2% | -22.1% | -24.0% |
| 1Y | +43.0% | +20.4% | +22.5% | +30.2% |
| 3Y | +697.1% | -32.1% | +729.2% | +768.6% |
| 5Y | -1.2% | -67.2% | +66.0% | +77.6% |
| All | +23.9% | -54.2% | +78.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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