+17.6%
ONDS vs EXEL
+198.4%
-180.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -5.1% | -4.9% | -0.2% | -3.8% |
| 30D | -26.0% | +11.4% | -37.4% | -28.3% |
| 3M | -26.4% | +4.9% | -31.3% | -27.7% |
| 6M | -26.4% | +34.4% | -60.9% | -33.1% |
| YTD | -25.9% | +28.0% | -54.0% | -32.0% |
| 1Y | +12.6% | +43.6% | -31.0% | -1.0% |
| 3Y | +706.9% | +155.2% | +551.7% | +448.2% |
| 5Y | -2.4% | +181.2% | -183.6% | -38.0% |
| All | +17.6% | +198.4% | -180.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling