+1,111.0%
ONDS vs BURL
+95.8%
+1,015.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +10.1% |
| 7D | +3.8% | +7.7% | -3.9% | +0.4% |
| 30D | -11.3% | -7.1% | -4.1% | -8.7% |
| 3M | -34.5% | -30.3% | -4.2% | -23.9% |
| 6M | -34.1% | -15.5% | -18.6% | -32.0% |
| YTD | -38.8% | -11.0% | -27.9% | -38.4% |
| 1Y | +2.8% | -8.4% | +11.2% | +0.2% |
| 3Y | +1,111.0% | +96.7% | +1,014.3% | +885.7% |
| All | +1,111.0% | +95.8% | +1,015.2% | +885.7% |
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