+17.6%
ONDS vs PSLV
+149.4%
-131.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -5.1% | -3.5% | -1.7% | -4.3% |
| 30D | -26.0% | -2.1% | -23.8% | -25.5% |
| 3M | -26.4% | -1.6% | -24.8% | -26.2% |
| 6M | -26.4% | -25.5% | -1.0% | -22.5% |
| YTD | -25.9% | -11.4% | -14.5% | -25.0% |
| 1Y | +12.6% | +48.6% | -36.0% | +2.2% |
| 3Y | +706.9% | +166.9% | +540.0% | +541.4% |
| 5Y | -2.4% | +152.4% | -154.8% | -22.2% |
| All | +17.6% | +149.4% | -131.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling