+145.3%
BAC vs ONDS
+28.1%
+117.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | +1.1% | -3.5% | +4.6% | +1.2% |
| 30D | -0.4% | -14.1% | +13.7% | +0.1% |
| 3M | +16.9% | -36.3% | +53.2% | +18.6% |
| 6M | +26.6% | -27.5% | +54.1% | +27.0% |
| YTD | +15.8% | -21.9% | +37.7% | +15.3% |
| 1Y | +27.2% | +43.0% | -15.8% | +21.7% |
| 3Y | +132.4% | +697.1% | -564.7% | +90.4% |
| 5Y | +72.6% | -1.2% | +73.7% | +53.2% |
| All | +145.3% | +28.1% | +117.3% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling