+3.7%
ONDS vs BROS
+43.3%
-39.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | -3.5% | -6.7% | +3.1% | -1.3% |
| 30D | -14.1% | -29.1% | +15.0% | -5.0% |
| 3M | -36.3% | -16.7% | -19.6% | -33.8% |
| 6M | -27.5% | -11.6% | -15.9% | -26.2% |
| YTD | -21.9% | -23.9% | +2.0% | -16.8% |
| 1Y | +43.0% | -34.8% | +77.8% | +57.9% |
| 3Y | +697.1% | +62.1% | +635.0% | +511.5% |
| All | +3.7% | +43.3% | -39.6% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling