-2.9%
ONDS vs BURL
+12.2%
-15.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +9.9% |
| 7D | +3.8% | +7.7% | -3.9% | -0.1% |
| 30D | -11.3% | -7.1% | -4.1% | -8.6% |
| 3M | -34.5% | -30.3% | -4.2% | -23.2% |
| 6M | -34.1% | -15.5% | -18.6% | -31.5% |
| YTD | -38.8% | -11.0% | -27.9% | -38.0% |
| 1Y | +2.8% | -8.4% | +11.2% | +1.0% |
| 3Y | +1,111.0% | +96.7% | +1,014.3% | +693.5% |
| 5Y | -33.7% | -14.1% | -19.6% | -45.0% |
| All | -2.9% | +12.2% | -15.1% | -31.0% |
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