+23.9%
ONDS vs EMR
+125.5%
-101.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +8.2% | +3.1% | +5.2% | +5.5% |
| 30D | -16.4% | -3.5% | -12.8% | -13.5% |
| 3M | -26.0% | +9.8% | -35.8% | -31.1% |
| 6M | -22.5% | +10.8% | -33.3% | -28.7% |
| YTD | -21.9% | +15.9% | -37.9% | -30.5% |
| 1Y | +25.7% | +16.4% | +9.3% | +12.1% |
| 3Y | +735.5% | +62.1% | +673.4% | +482.2% |
| 5Y | -0.1% | +62.9% | -63.0% | -35.0% |
| All | +23.9% | +125.5% | -101.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EMR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling