-9.4%
ONDS vs SLB
+150.3%
-159.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.3% |
| 7D | -3.8% | -4.3% | +0.5% | -1.6% |
| 30D | -17.2% | +1.9% | -19.2% | -17.5% |
| 3M | -40.2% | -5.7% | -34.5% | -38.6% |
| 6M | -38.5% | -5.3% | -33.2% | -37.5% |
| YTD | -42.9% | +32.2% | -75.1% | -49.5% |
| 1Y | -5.3% | +38.5% | -43.8% | -17.6% |
| 3Y | +820.7% | +1.1% | +819.5% | +785.1% |
| 5Y | -41.6% | +70.3% | -111.9% | -54.8% |
| All | -9.4% | +150.3% | -159.7% | -38.9% |
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