+23.9%
ONDS vs SHEL
+211.3%
-187.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.2% |
| 7D | +8.2% | +1.9% | +6.3% | +7.2% |
| 30D | -16.4% | +8.7% | -25.0% | -19.9% |
| 3M | -26.0% | +11.0% | -37.0% | -30.4% |
| 6M | -22.5% | +14.6% | -37.0% | -28.7% |
| YTD | -21.9% | +33.3% | -55.2% | -34.0% |
| 1Y | +25.7% | +37.9% | -12.1% | +4.6% |
| 3Y | +735.5% | +69.7% | +665.8% | +519.0% |
| 5Y | -0.1% | +190.1% | -190.3% | -43.6% |
| All | +23.9% | +211.3% | -187.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling