+17.6%
ONDS vs EOSE
-73.7%
+91.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -5.1% | +1.8% | -6.9% | -5.6% |
| 30D | -26.0% | -6.8% | -19.2% | -25.2% |
| 3M | -26.4% | -36.3% | +9.8% | -20.1% |
| 6M | -26.4% | -38.8% | +12.3% | -20.7% |
| YTD | -25.9% | -65.5% | +39.6% | -12.4% |
| 1Y | +12.6% | -45.3% | +57.9% | +21.1% |
| 3Y | +706.9% | +44.2% | +662.8% | +530.1% |
| 5Y | -2.4% | -69.5% | +67.1% | -12.6% |
| All | +17.6% | -73.7% | +91.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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