-90.5%
ONDL vs SPY
+10.6%
-101.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -4.3% |
| 7D | -9.8% | +2.6% | -12.4% | -21.0% |
| 30D | -40.6% | -2.0% | -38.6% | -27.4% |
| 3M | -75.4% | -2.8% | -72.7% | -67.5% |
| 6M | -84.0% | +2.1% | -86.1% | -81.7% |
| YTD | -92.0% | +11.5% | -103.4% | -93.6% |
| All | -90.5% | +10.6% | -101.1% | -92.7% |
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