-6.8%
ONDS vs PPL
+56.4%
-63.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.2% |
| 7D | +8.7% | -1.0% | +9.7% | +9.0% |
| 30D | -14.1% | +3.0% | -17.1% | -15.5% |
| 3M | -41.2% | +1.1% | -42.3% | -41.8% |
| 6M | -39.2% | -0.8% | -38.4% | -39.8% |
| YTD | -41.3% | +3.5% | -44.7% | -44.0% |
| 1Y | -1.2% | -0.9% | -0.3% | -3.5% |
| 3Y | +847.1% | +54.2% | +792.9% | +582.8% |
| 5Y | -44.8% | +46.3% | -91.1% | -58.0% |
| All | -6.8% | +56.4% | -63.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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