+17.9%
ONDS vs ELV
+40.6%
-22.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -1.4% |
| 7D | -5.0% | +0.9% | -5.8% | -5.1% |
| 30D | -25.6% | +7.2% | -32.7% | -26.4% |
| 3M | -22.1% | +3.4% | -25.5% | -22.7% |
| 6M | -27.6% | +48.6% | -76.2% | -32.7% |
| YTD | -25.7% | +20.6% | -46.3% | -29.1% |
| 1Y | +30.4% | +38.5% | -8.1% | +21.4% |
| 3Y | +695.0% | -2.4% | +697.4% | +662.9% |
| 5Y | -2.2% | +25.3% | -27.5% | 0.0% |
| All | +17.9% | +40.6% | -22.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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