-9.4%
ONDS vs ES
+1.5%
-10.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.7% |
| 7D | -3.8% | +0.9% | -4.7% | -4.4% |
| 30D | -17.2% | +5.9% | -23.2% | -19.1% |
| 3M | -40.2% | -1.0% | -39.1% | -40.4% |
| 6M | -38.5% | +7.2% | -45.7% | -41.0% |
| YTD | -42.9% | +7.0% | -49.9% | -45.4% |
| 1Y | -5.3% | +0.5% | -5.7% | -7.5% |
| 3Y | +820.7% | +48.7% | +772.0% | +679.2% |
| 5Y | -41.6% | +1.9% | -43.5% | -48.5% |
| All | -9.4% | +1.5% | -10.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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