-9.4%
ONDS vs BURL
+10.8%
-20.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.1% |
| 7D | -3.8% | +5.9% | -9.7% | -6.6% |
| 30D | -17.2% | -8.3% | -8.9% | -14.2% |
| 3M | -40.2% | -31.6% | -8.5% | -29.2% |
| 6M | -38.5% | -16.6% | -21.9% | -35.7% |
| YTD | -42.9% | -12.1% | -30.8% | -41.8% |
| 1Y | -5.3% | -10.0% | +4.7% | -6.1% |
| 3Y | +820.7% | +94.3% | +726.4% | +507.1% |
| 5Y | -41.6% | -13.2% | -28.4% | -51.3% |
| All | -9.4% | +10.8% | -20.2% | -35.3% |
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