+23.9%
ONDS vs ES
+2.4%
+21.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -14.1% | -2.0% | -12.1% | -13.7% |
| 3M | -36.3% | +1.7% | -38.0% | -37.2% |
| 6M | -27.5% | -3.5% | -24.0% | -27.2% |
| YTD | -21.9% | +7.9% | -29.8% | -25.1% |
| 1Y | +43.0% | +17.2% | +25.8% | +33.5% |
| 3Y | +697.1% | +29.3% | +667.8% | +593.9% |
| 5Y | -1.2% | -5.7% | +4.6% | -14.8% |
| All | +23.9% | +2.4% | +21.5% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling