+18.5%
ONDS vs ES
+1.5%
+17.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -3.9% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -21.7% | -1.0% | -20.7% | -21.5% |
| 3M | -24.5% | +1.5% | -25.9% | -25.3% |
| 6M | -25.0% | -3.5% | -21.5% | -24.8% |
| YTD | -25.3% | +7.0% | -32.3% | -28.1% |
| 1Y | +33.8% | +15.3% | +18.4% | +25.6% |
| 3Y | +699.3% | +30.2% | +669.1% | +596.6% |
| 5Y | -5.2% | -4.3% | -0.9% | -17.5% |
| All | +18.5% | +1.5% | +17.0% | +4.8% |
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