+117.7%
XLF vs ONDS
+22.5%
+95.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.3% |
| 7D | -1.0% | -4.2% | +3.2% | -0.9% |
| 30D | -1.3% | -21.7% | +20.4% | -0.5% |
| 3M | +9.1% | -24.5% | +33.6% | +9.9% |
| 6M | +14.4% | -25.0% | +39.4% | +14.6% |
| YTD | +5.1% | -25.3% | +30.4% | +4.8% |
| 1Y | +8.6% | +33.8% | -25.1% | +4.9% |
| 3Y | +74.4% | +699.3% | -624.9% | +46.7% |
| 5Y | +64.4% | -5.2% | +69.6% | +48.7% |
| All | +117.7% | +22.5% | +95.2% | +95.9% |
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