+709.2%
ONDS vs SHEL
+69.1%
+640.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.0% | +3.9% | -8.9% | -6.7% |
| 30D | -25.6% | +7.0% | -32.5% | -28.1% |
| 3M | -22.1% | +12.5% | -34.6% | -27.2% |
| 6M | -27.6% | +14.8% | -42.3% | -33.6% |
| YTD | -25.7% | +34.2% | -59.9% | -39.2% |
| 1Y | +30.4% | +37.0% | -6.6% | +5.7% |
| All | +709.2% | +69.1% | +640.1% | +419.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling