+545.1%
ONDS vs ETHA
-30.1%
+575.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -4.2% | +2.9% | -7.1% | -5.6% |
| 30D | -21.7% | +31.4% | -53.1% | -32.4% |
| 3M | -24.5% | +48.9% | -73.3% | -38.9% |
| 6M | -25.0% | +20.9% | -45.9% | -32.7% |
| YTD | -25.3% | -17.2% | -8.1% | -20.5% |
| 1Y | +33.8% | -42.8% | +76.5% | +67.0% |
| All | +545.1% | -30.1% | +575.3% | +508.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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