-5.4%
LQD vs ONDS
+21.5%
-26.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.1% | -5.1% | +4.0% | -1.1% |
| 30D | -1.3% | -26.0% | +24.7% | -1.1% |
| 3M | -3.2% | -26.4% | +23.2% | -3.0% |
| 6M | -2.1% | -26.4% | +24.3% | -2.1% |
| YTD | -2.4% | -25.9% | +23.6% | -2.4% |
| 1Y | -2.7% | +12.6% | -15.3% | -3.2% |
| 3Y | +14.2% | +706.9% | -692.7% | +10.0% |
| 5Y | -5.8% | -2.4% | -3.4% | -7.9% |
| All | -5.4% | +21.5% | -26.9% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling