-76.4%
ONDL vs SPY
+10.8%
-87.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | +2.7% |
| 7D | -10.3% | -2.0% | -8.4% | +2.1% |
| 30D | -49.3% | -1.7% | -47.6% | -43.0% |
| 3M | -55.0% | +4.7% | -59.8% | -63.4% |
| 6M | -73.8% | +12.5% | -86.3% | -82.6% |
| YTD | -79.9% | +11.7% | -91.6% | -85.5% |
| All | -76.4% | +10.8% | -87.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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