+20.1%
SHOP vs ONDS
+21.8%
-1.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -13.2% | -5.0% | -8.2% | -12.5% |
| 30D | -17.0% | -25.6% | +8.5% | -13.5% |
| 3M | +17.0% | -22.1% | +39.1% | +19.9% |
| 6M | -2.1% | -27.6% | +25.4% | 0.0% |
| YTD | -21.4% | -25.7% | +4.4% | -21.3% |
| 1Y | -11.0% | +30.4% | -41.4% | -22.1% |
| 3Y | +100.9% | +695.0% | -594.0% | -4.1% |
| 5Y | -14.7% | -2.2% | -12.5% | -37.4% |
| All | +20.1% | +21.8% | -1.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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