-13.3%
ONDS vs BURL
+7.6%
-20.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.6% | +19.6% | +18.8% |
| 7D | -15.6% | +4.1% | -19.7% | -17.6% |
| 30D | -25.8% | -9.5% | -16.3% | -22.8% |
| 3M | -39.0% | -33.5% | -5.4% | -26.9% |
| 6M | -42.9% | -22.1% | -20.8% | -38.3% |
| YTD | -45.3% | -14.6% | -30.8% | -43.6% |
| 1Y | +1.6% | -8.4% | +10.0% | -0.4% |
| 3Y | +834.3% | +86.6% | +747.8% | +527.0% |
| 5Y | -43.8% | -17.2% | -26.6% | -52.5% |
| All | -13.3% | +7.6% | -20.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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