-16.1%
ONDS vs XLB
+66.2%
-82.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.6% |
| 30D | -16.0% | +5.2% | -21.1% | -21.6% |
| 3M | -42.1% | +0.3% | -42.4% | -42.3% |
| 6M | -41.8% | +1.2% | -42.9% | -42.8% |
| YTD | -47.1% | +16.6% | -63.8% | -57.1% |
| 1Y | -21.3% | +21.4% | -42.8% | -39.5% |
| 3Y | +695.1% | +43.2% | +651.9% | +413.5% |
| 5Y | -50.0% | +28.0% | -78.1% | -62.7% |
| All | -16.1% | +66.2% | -82.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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