-16.1%
ONDS vs ELF
+426.0%
-442.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -4.2% |
| 7D | -3.3% | +1.6% | -4.9% | -3.7% |
| 30D | -16.0% | +9.1% | -25.1% | -17.8% |
| 3M | -42.1% | +28.2% | -70.3% | -46.3% |
| 6M | -41.8% | +119.5% | -161.3% | -54.4% |
| YTD | -47.1% | +55.2% | -102.3% | -54.9% |
| 1Y | -21.3% | +58.6% | -79.9% | -33.4% |
| 3Y | +695.1% | +21.3% | +673.8% | +520.6% |
| 5Y | -50.0% | +276.2% | -326.3% | -84.2% |
| All | -16.1% | +426.0% | -442.1% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling