+17.9%
ONDS vs ELAN
-21.7%
+39.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | -5.0% | -6.4% | +1.4% | -2.2% |
| 30D | -25.6% | +0.6% | -26.1% | -25.8% |
| 3M | -22.1% | 0.0% | -22.1% | -23.4% |
| 6M | -27.6% | -3.4% | -24.2% | -28.6% |
| YTD | -25.7% | +1.0% | -26.7% | -28.4% |
| 1Y | +30.4% | +24.7% | +5.7% | +12.5% |
| 3Y | +695.0% | +97.2% | +597.7% | +379.2% |
| 5Y | -2.2% | -31.5% | +29.4% | -7.9% |
| All | +17.9% | -21.7% | +39.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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