+17.9%
ONDS vs SHEL
+213.4%
-195.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.0% | +3.9% | -8.9% | -6.8% |
| 30D | -25.6% | +7.0% | -32.5% | -28.2% |
| 3M | -22.1% | +12.5% | -34.6% | -27.2% |
| 6M | -27.6% | +14.8% | -42.3% | -33.4% |
| YTD | -25.7% | +34.2% | -59.9% | -37.4% |
| 1Y | +30.4% | +37.0% | -6.6% | +8.9% |
| 3Y | +695.0% | +70.9% | +624.1% | +487.0% |
| 5Y | -2.2% | +192.5% | -194.7% | -44.9% |
| All | +17.9% | +213.4% | -195.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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