+23.9%
ONDS vs XLB
+66.1%
-42.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | -3.5% | -1.4% | -2.2% | -1.5% |
| 30D | -14.1% | -0.4% | -13.7% | -13.4% |
| 3M | -36.3% | +2.0% | -38.3% | -38.1% |
| 6M | -27.5% | +1.8% | -29.3% | -29.2% |
| YTD | -21.9% | +16.6% | -38.5% | -36.4% |
| 1Y | +43.0% | +16.9% | +26.0% | +17.7% |
| 3Y | +697.1% | +32.6% | +664.5% | +473.1% |
| 5Y | -1.2% | +35.6% | -36.8% | -28.5% |
| All | +23.9% | +66.1% | -42.2% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling