+136.1%
GLD vs ONDS
+28.1%
+108.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | -3.5% | +3.0% | -0.5% |
| 30D | +4.4% | -14.1% | +18.5% | +4.5% |
| 3M | -1.1% | -36.3% | +35.2% | -0.8% |
| 6M | -13.8% | -27.5% | +13.7% | -13.7% |
| YTD | +2.6% | -21.9% | +24.6% | +2.7% |
| 1Y | +24.5% | +43.0% | -18.5% | +24.7% |
| 3Y | +125.8% | +697.1% | -571.2% | +128.5% |
| 5Y | +137.8% | -1.2% | +139.0% | +140.7% |
| All | +136.1% | +28.1% | +108.0% | +139.6% |
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 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