-5.1%
ONDS vs BURL
-11.0%
+5.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | -3.5% | -2.8% | -0.8% | -2.3% |
| 30D | -14.1% | -28.2% | +14.1% | +1.7% |
| 3M | -36.3% | -17.6% | -18.7% | -30.6% |
| 6M | -27.5% | -11.8% | -15.7% | -25.4% |
| YTD | -21.9% | -8.1% | -13.8% | -21.3% |
| 1Y | +43.0% | -12.0% | +54.9% | +45.7% |
| 3Y | +697.1% | +63.3% | +633.8% | +449.9% |
| All | -5.1% | -11.0% | +5.9% | -18.0% |
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