-5.2%
ONDS vs ADP
+43.9%
-49.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -4.2% | -5.7% | +1.5% | -1.8% |
| 30D | -21.7% | -3.1% | -18.6% | -20.9% |
| 3M | -24.5% | +15.6% | -40.1% | -31.6% |
| 6M | -25.0% | +20.8% | -45.8% | -34.5% |
| YTD | -25.3% | +4.7% | -30.1% | -28.4% |
| 1Y | +33.8% | -8.3% | +42.1% | +41.7% |
| 3Y | +699.3% | +13.6% | +685.8% | +603.7% |
| 5Y | -5.2% | +45.0% | -50.2% | -4.6% |
| All | -5.2% | +43.9% | -49.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling