-2.9%
ONDS vs QLD
+196.2%
-199.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.8% | +5.1% | +6.1% |
| 7D | +3.8% | -1.4% | +5.3% | +5.8% |
| 30D | -11.3% | -19.6% | +8.3% | +7.5% |
| 3M | -34.5% | -14.1% | -20.3% | -25.0% |
| 6M | -34.1% | -13.6% | -20.5% | -23.7% |
| YTD | -38.8% | +12.5% | -51.4% | -43.0% |
| 1Y | +2.8% | +13.1% | -10.4% | -4.2% |
| 3Y | +1,111.0% | +154.7% | +956.2% | +528.6% |
| 5Y | -33.7% | +81.1% | -114.7% | -56.6% |
| All | -2.9% | +196.2% | -199.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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