-53.8%
ONDS vs BURL
-10.8%
-43.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -1.1% |
| 7D | -3.3% | -1.6% | -1.7% | -2.2% |
| 30D | -16.0% | -7.7% | -8.2% | -12.7% |
| 3M | -42.1% | -31.7% | -10.4% | -29.9% |
| 6M | -41.8% | -15.2% | -26.6% | -39.6% |
| YTD | -47.1% | -15.9% | -31.2% | -44.8% |
| 1Y | -21.3% | -14.2% | -7.1% | -20.2% |
| 3Y | +695.1% | +93.5% | +601.6% | +375.4% |
| All | -53.8% | -10.8% | -43.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling