-16.1%
ONDS vs SLB
+159.2%
-175.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.6% |
| 7D | -3.3% | +3.5% | -6.8% | -4.6% |
| 30D | -16.0% | +6.5% | -22.5% | -17.8% |
| 3M | -42.1% | -0.2% | -41.9% | -42.0% |
| 6M | -41.8% | -5.7% | -36.0% | -40.7% |
| YTD | -47.1% | +36.8% | -84.0% | -53.9% |
| 1Y | -21.3% | +45.8% | -67.1% | -33.1% |
| 3Y | +695.1% | +3.4% | +691.7% | +656.1% |
| 5Y | -50.0% | +76.1% | -126.2% | -61.9% |
| All | -16.1% | +159.2% | -175.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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