-89.9%
ONDL vs SPY
+11.0%
-100.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.4% | -14.9% | -13.0% |
| 7D | +31.2% | +3.3% | +27.9% | +10.5% |
| 30D | -46.8% | -2.7% | -44.2% | -31.4% |
| 3M | -78.5% | -1.7% | -76.7% | -73.7% |
| 6M | -83.5% | +3.1% | -86.5% | -82.1% |
| YTD | -91.4% | +11.9% | -103.3% | -93.3% |
| All | -89.9% | +11.0% | -100.9% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling