+17.9%
ONDS vs PYPL
-74.9%
+92.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.9% |
| 7D | -5.0% | -5.9% | +1.0% | -1.5% |
| 30D | -25.6% | -9.4% | -16.1% | -21.3% |
| 3M | -22.1% | +31.3% | -53.4% | -36.9% |
| 6M | -27.6% | +19.1% | -46.7% | -37.3% |
| YTD | -25.7% | -7.9% | -17.8% | -26.3% |
| 1Y | +30.4% | -17.9% | +48.3% | +40.4% |
| 3Y | +695.0% | -11.6% | +706.6% | +679.5% |
| 5Y | -2.2% | -81.0% | +78.9% | +179.2% |
| All | +17.9% | -74.9% | +92.8% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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