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  • ONDS vs BURL✓SelectedUSD · BURLONDS vs BURL performance historyLatest closeAs of-0.13%09/04
Stock and ETF performance explorer

ONDS vs BURL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23.9%
BURL return
+15.7%
Excess return
+8.2%
Maximum drawdown
-97.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBURLExcessAlpha
1D-0.1%+2.6%-2.7%-1.4%
7D-3.5%-2.8%-0.8%-2.4%
30D-14.1%-28.2%+14.1%+0.3%
3M-36.3%-17.6%-18.7%-31.0%
6M-27.5%-11.8%-15.7%-25.5%
YTD-21.9%-8.1%-13.8%-21.3%
1Y+43.0%-12.0%+54.9%+45.8%
3Y+697.1%+63.3%+633.8%+477.8%
5Y-1.2%-10.8%+9.6%-18.6%
All+23.9%+15.7%+8.2%-12.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling