-1.4%
ONDS vs BROS
+33.7%
-35.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.5% |
| 7D | -5.0% | -6.1% | +1.1% | -3.1% |
| 30D | -25.6% | -12.4% | -13.2% | -22.4% |
| 3M | -22.1% | -27.9% | +5.8% | -15.0% |
| 6M | -27.6% | -16.8% | -10.8% | -24.8% |
| YTD | -25.7% | -29.0% | +3.3% | -19.0% |
| 1Y | +30.4% | -33.2% | +63.6% | +43.5% |
| 3Y | +695.0% | +56.8% | +638.2% | +517.4% |
| All | -1.4% | +33.7% | -35.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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