+23.9%
ONDS vs JAAA
+28.7%
-4.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.0% |
| 30D | -16.4% | +0.5% | -16.8% | -17.4% |
| 3M | -26.0% | +1.2% | -27.2% | -28.4% |
| 6M | -22.5% | +2.8% | -25.3% | -28.2% |
| YTD | -21.9% | +3.2% | -25.1% | -28.2% |
| 1Y | +25.7% | +4.8% | +20.9% | +11.0% |
| 3Y | +735.5% | +19.0% | +716.6% | +638.8% |
| 5Y | -0.1% | +26.8% | -27.0% | -2.0% |
| All | +23.9% | +28.7% | -4.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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