+23.9%
ONDS vs EXPD
+126.1%
-102.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.0% |
| 30D | -14.1% | +4.1% | -18.2% | -16.0% |
| 3M | -36.3% | +17.9% | -54.2% | -42.0% |
| 6M | -27.5% | +29.2% | -56.7% | -38.0% |
| YTD | -21.9% | +27.4% | -49.3% | -34.0% |
| 1Y | +43.0% | +56.8% | -13.9% | +4.3% |
| 3Y | +697.1% | +68.0% | +629.0% | +451.8% |
| 5Y | -1.2% | +61.9% | -63.0% | -33.8% |
| All | +23.9% | +126.1% | -102.2% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling