-16.1%
ONDS vs PYPL
-72.1%
+56.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -4.0% |
| 7D | -3.3% | +0.1% | -3.3% | -3.1% |
| 30D | -16.0% | +5.7% | -21.6% | -18.7% |
| 3M | -42.1% | -1.9% | -40.2% | -41.6% |
| 6M | -41.8% | +31.8% | -73.6% | -52.4% |
| YTD | -47.1% | +2.4% | -49.6% | -50.9% |
| 1Y | -21.3% | -8.2% | -13.1% | -21.3% |
| 3Y | +695.1% | +10.2% | +684.9% | +562.3% |
| 5Y | -50.0% | -71.2% | +21.2% | +7.8% |
| All | -16.1% | -72.1% | +56.0% | +78.9% |
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