-41.8%
ONDS vs EXE
+192.2%
-234.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +8.2% | -1.8% | +10.0% | +8.8% |
| 30D | -16.4% | +6.4% | -22.8% | -17.9% |
| 3M | -26.0% | +9.2% | -35.3% | -28.2% |
| 6M | -22.5% | -7.0% | -15.5% | -21.5% |
| YTD | -21.9% | -9.5% | -12.5% | -21.3% |
| 1Y | +25.7% | +6.2% | +19.5% | +18.8% |
| 3Y | +735.5% | +20.7% | +714.8% | +656.7% |
| 5Y | -0.1% | +103.6% | -103.8% | -25.5% |
| All | -41.8% | +192.2% | -234.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling