-36.1%
TLT vs ONDS
+28.1%
-64.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | -3.5% | +3.1% | -0.4% |
| 30D | -0.6% | -14.1% | +13.5% | -0.6% |
| 3M | -2.7% | -36.3% | +33.6% | -2.7% |
| 6M | -5.6% | -27.5% | +21.9% | -5.6% |
| YTD | -2.8% | -21.9% | +19.1% | -2.8% |
| 1Y | -1.4% | +43.0% | -44.4% | -1.4% |
| 3Y | -1.6% | +697.1% | -698.7% | -1.4% |
| 5Y | -33.8% | -1.2% | -32.7% | -34.8% |
| All | -36.1% | +28.1% | -64.2% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling