-43.3%
ONDS vs BURL
-17.2%
-26.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.6% | +19.6% | +18.9% |
| 7D | -15.6% | +4.1% | -19.7% | -17.8% |
| 30D | -25.8% | -9.5% | -16.3% | -22.5% |
| 3M | -39.0% | -33.5% | -5.4% | -25.6% |
| 6M | -42.9% | -22.1% | -20.8% | -37.9% |
| YTD | -45.3% | -14.6% | -30.8% | -43.6% |
| 1Y | +1.6% | -8.4% | +10.0% | -1.1% |
| 3Y | +834.3% | +86.6% | +747.8% | +481.1% |
| All | -43.3% | -17.2% | -26.1% | -48.1% |
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 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