+23.9%
ONDS vs EXEL
+213.7%
-189.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.5% | +8.4% | -11.9% | -5.7% |
| 30D | -14.1% | +4.1% | -18.2% | -15.2% |
| 3M | -36.3% | +12.4% | -48.8% | -38.6% |
| 6M | -27.5% | +41.5% | -69.0% | -35.0% |
| YTD | -21.9% | +34.6% | -56.6% | -29.2% |
| 1Y | +43.0% | +57.9% | -14.9% | +22.3% |
| 3Y | +697.1% | +159.5% | +537.6% | +442.3% |
| 5Y | -1.2% | +198.5% | -199.6% | -38.2% |
| All | +23.9% | +213.7% | -189.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling