+23.9%
ONDS vs PBF
+935.5%
-911.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -3.5% | +4.3% | -7.8% | -4.3% |
| 30D | -14.1% | +22.0% | -36.1% | -17.2% |
| 3M | -36.3% | +74.5% | -110.8% | -42.7% |
| 6M | -27.5% | +67.7% | -95.2% | -35.2% |
| YTD | -21.9% | +179.2% | -201.1% | -36.3% |
| 1Y | +43.0% | +170.0% | -127.0% | +17.2% |
| 3Y | +697.1% | +66.4% | +630.7% | +581.8% |
| 5Y | -1.2% | +764.5% | -765.7% | -40.9% |
| All | +23.9% | +935.5% | -911.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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