+17.6%
ONDS vs XLC
+78.1%
-60.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.6% |
| 7D | -5.1% | +0.5% | -5.6% | -5.8% |
| 30D | -26.0% | +2.1% | -28.1% | -28.5% |
| 3M | -26.4% | +0.7% | -27.1% | -28.4% |
| 6M | -26.4% | -3.2% | -23.2% | -23.4% |
| YTD | -25.9% | -3.8% | -22.1% | -23.0% |
| 1Y | +12.6% | -2.0% | +14.6% | +15.2% |
| 3Y | +706.9% | +71.4% | +635.6% | +305.5% |
| 5Y | -2.4% | +40.7% | -43.1% | -35.6% |
| All | +17.6% | +78.1% | -60.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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