+18.5%
ONDS vs EWJ
+67.8%
-49.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.1% |
| 7D | -4.2% | +1.0% | -5.2% | -5.4% |
| 30D | -21.7% | +1.0% | -22.7% | -22.7% |
| 3M | -24.5% | +7.2% | -31.7% | -30.3% |
| 6M | -25.0% | +13.9% | -38.9% | -35.8% |
| YTD | -25.3% | +20.8% | -46.1% | -41.3% |
| 1Y | +33.8% | +26.4% | +7.4% | -0.5% |
| 3Y | +699.3% | +71.8% | +627.6% | +303.8% |
| 5Y | -5.2% | +49.9% | -55.1% | -42.6% |
| All | +18.5% | +67.8% | -49.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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