-60.6%
ONDS vs EXE
+165.2%
-225.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -3.3% | +5.3% | -8.6% | -4.8% |
| 30D | -16.0% | -2.2% | -13.8% | -15.4% |
| 3M | -42.1% | -5.9% | -36.2% | -41.1% |
| 6M | -41.8% | -5.7% | -36.0% | -41.1% |
| YTD | -47.1% | -17.8% | -29.3% | -45.2% |
| 1Y | -21.3% | -23.1% | +1.8% | -16.5% |
| 3Y | +695.1% | +21.2% | +673.9% | +619.2% |
| 5Y | -50.0% | +78.8% | -128.9% | -60.3% |
| All | -60.6% | +165.2% | -225.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling