+23.9%
ONDS vs ELF
+388.9%
-365.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -3.5% | +5.4% | -8.9% | -5.0% |
| 30D | -14.1% | +27.0% | -41.1% | -20.3% |
| 3M | -36.3% | +113.2% | -149.5% | -49.9% |
| 6M | -27.5% | +36.6% | -64.1% | -35.3% |
| YTD | -21.9% | +44.2% | -66.2% | -32.1% |
| 1Y | +43.0% | -18.0% | +60.9% | +44.3% |
| 3Y | +697.1% | -19.9% | +717.0% | +613.0% |
| 5Y | -1.2% | +257.7% | -258.9% | -69.4% |
| All | +23.9% | +388.9% | -365.0% | -69.7% |
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