+17.6%
ONDS vs ELF
+332.1%
-314.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -5.1% | -11.6% | +6.5% | -1.6% |
| 30D | -26.0% | +4.6% | -30.6% | -27.2% |
| 3M | -26.4% | +59.7% | -86.2% | -36.7% |
| 6M | -26.4% | +21.2% | -47.7% | -31.9% |
| YTD | -25.9% | +27.4% | -53.4% | -33.2% |
| 1Y | +12.6% | -29.8% | +42.4% | +18.9% |
| 3Y | +706.9% | -28.5% | +735.4% | +645.3% |
| 5Y | -2.4% | +220.0% | -222.5% | -69.1% |
| All | +17.6% | +332.1% | -314.5% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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