+695.1%
ONDS vs XLC
+65.1%
+630.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.4% |
| 7D | -3.3% | +3.7% | -7.0% | -7.7% |
| 30D | -16.0% | -1.9% | -14.0% | -13.7% |
| 3M | -42.1% | -3.1% | -39.0% | -39.9% |
| 6M | -41.8% | -6.4% | -35.4% | -36.5% |
| YTD | -47.1% | -6.8% | -40.3% | -42.5% |
| 1Y | -21.3% | -1.7% | -19.6% | -21.3% |
| 3Y | +695.1% | +64.7% | +630.4% | +302.7% |
| All | +695.1% | +65.1% | +630.0% | +302.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling