+17.9%
ONDS vs EXR
+49.8%
-31.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.9% |
| 7D | -5.0% | -3.2% | -1.8% | -3.2% |
| 30D | -25.6% | -6.9% | -18.7% | -22.6% |
| 3M | -22.1% | -7.8% | -14.3% | -19.4% |
| 6M | -27.6% | -4.9% | -22.7% | -26.7% |
| YTD | -25.7% | +7.2% | -32.9% | -30.8% |
| 1Y | +30.4% | -1.5% | +31.9% | +27.9% |
| 3Y | +695.0% | +22.3% | +672.7% | +582.6% |
| 5Y | -2.2% | -10.9% | +8.8% | +0.8% |
| All | +17.9% | +49.8% | -31.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling