-0.1%
ONDS vs ES
-2.9%
+2.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +8.2% | +1.4% | +6.8% | +7.7% |
| 30D | -16.4% | -1.2% | -15.2% | -16.1% |
| 3M | -26.0% | +5.0% | -31.0% | -28.2% |
| 6M | -22.5% | -2.8% | -19.7% | -22.4% |
| YTD | -21.9% | +8.6% | -30.5% | -26.0% |
| 1Y | +25.7% | +18.9% | +6.8% | +14.5% |
| 3Y | +735.5% | +32.1% | +703.4% | +595.7% |
| 5Y | -0.1% | -5.1% | +4.9% | -9.0% |
| All | -0.1% | -2.9% | +2.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling