+695.1%
ONDS vs EXEL
+230.5%
+464.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -16.0% | +13.1% | -29.1% | -16.8% |
| 3M | -42.1% | +36.3% | -78.4% | -43.8% |
| 6M | -41.8% | +34.5% | -76.3% | -43.3% |
| YTD | -47.1% | +57.4% | -104.6% | -49.5% |
| 1Y | -21.3% | +62.9% | -84.3% | -25.2% |
| 3Y | +695.1% | +229.5% | +465.6% | +798.5% |
| All | +695.1% | +230.5% | +464.6% | +798.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling