-34.9%
TLT vs ONDS
-3.7%
-31.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | -0.6% |
| 7D | -0.3% | -4.2% | +3.9% | -0.3% |
| 30D | 0.0% | -21.7% | +21.7% | 0.0% |
| 3M | -2.9% | -24.5% | +21.6% | -2.9% |
| 6M | -6.3% | -25.0% | +18.7% | -6.2% |
| YTD | -3.3% | -25.3% | +22.0% | -3.3% |
| 1Y | -4.2% | +33.8% | -38.0% | -4.2% |
| 3Y | -1.7% | +699.3% | -701.0% | -1.6% |
| 5Y | -34.9% | -5.2% | -29.7% | -37.3% |
| All | -34.9% | -3.7% | -31.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling