-2.9%
ONDS vs EXPD
+127.1%
-130.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +10.5% |
| 7D | +3.8% | -5.5% | +9.3% | +7.3% |
| 30D | -11.3% | -1.9% | -9.4% | -10.1% |
| 3M | -34.5% | +6.1% | -40.6% | -36.5% |
| 6M | -34.1% | +21.6% | -55.7% | -41.2% |
| YTD | -38.8% | +27.9% | -66.7% | -48.4% |
| 1Y | +2.8% | +39.4% | -36.6% | -18.5% |
| 3Y | +1,111.0% | +72.7% | +1,038.3% | +718.4% |
| 5Y | -33.7% | +60.3% | -94.0% | -55.5% |
| All | -2.9% | +127.1% | -130.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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