+73.1%
BAC vs ONDS
-3.7%
+76.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.8% | +0.6% |
| 7D | +0.6% | -4.2% | +4.8% | +0.8% |
| 30D | -1.4% | -21.7% | +20.3% | -0.4% |
| 3M | +15.7% | -24.5% | +40.2% | +16.7% |
| 6M | +32.2% | -25.0% | +57.2% | +32.4% |
| YTD | +15.8% | -25.3% | +41.1% | +15.4% |
| 1Y | +27.3% | +33.8% | -6.5% | +22.0% |
| 3Y | +137.5% | +699.3% | -561.9% | +91.5% |
| 5Y | +73.1% | -5.2% | +78.3% | +57.6% |
| All | +73.1% | -3.7% | +76.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 5y: compounded portfolio wealth divided by compounded ONDS 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…
5y analysis · Full analysis span regression · 6 months rolling