+834.3%
ONDS vs BURL
+86.7%
+747.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.6% | +19.6% | +18.7% |
| 7D | -15.6% | +4.1% | -19.7% | -17.3% |
| 30D | -25.8% | -9.5% | -16.3% | -23.0% |
| 3M | -39.0% | -33.5% | -5.4% | -27.8% |
| 6M | -42.9% | -22.1% | -20.8% | -38.8% |
| YTD | -45.3% | -14.6% | -30.8% | -44.1% |
| 1Y | +1.6% | -8.4% | +10.0% | -1.6% |
| 3Y | +834.3% | +86.6% | +747.8% | +645.1% |
| All | +834.3% | +86.7% | +747.6% | +645.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling