+1,111.0%
ONDS vs ES
+42.6%
+1,068.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.0% |
| 7D | +3.8% | -0.1% | +3.9% | +3.4% |
| 30D | -11.3% | +5.7% | -17.0% | -13.4% |
| 3M | -34.5% | -2.8% | -31.7% | -34.3% |
| 6M | -34.1% | +7.0% | -41.1% | -37.2% |
| YTD | -38.8% | +6.8% | -45.6% | -42.0% |
| 1Y | +2.8% | -0.5% | +3.2% | 0.0% |
| 3Y | +1,111.0% | +47.2% | +1,063.8% | +1,014.4% |
| All | +1,111.0% | +42.6% | +1,068.3% | +1,014.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling