-16.1%
ONDS vs ADP
+105.0%
-121.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -3.3% | +2.2% | -5.4% | -4.0% |
| 30D | -16.0% | +10.6% | -26.5% | -19.4% |
| 3M | -42.1% | +12.9% | -55.0% | -45.1% |
| 6M | -41.8% | +50.6% | -92.4% | -53.0% |
| YTD | -47.1% | +23.2% | -70.3% | -52.5% |
| 1Y | -21.3% | +25.3% | -46.6% | -30.4% |
| 3Y | +695.1% | +47.1% | +647.9% | +521.7% |
| 5Y | -50.0% | +50.1% | -100.1% | -63.0% |
| All | -16.1% | +105.0% | -121.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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