-9.4%
ONDS vs ADP
+102.1%
-111.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.0% |
| 7D | -3.8% | +3.2% | -7.0% | -5.0% |
| 30D | -17.2% | +12.8% | -30.0% | -21.3% |
| 3M | -40.2% | +12.3% | -52.5% | -43.2% |
| 6M | -38.5% | +45.4% | -83.9% | -49.6% |
| YTD | -42.9% | +21.4% | -64.3% | -48.4% |
| 1Y | -5.3% | +23.7% | -29.0% | -15.9% |
| 3Y | +820.7% | +43.6% | +777.0% | +628.0% |
| 5Y | -41.6% | +48.7% | -90.3% | -56.4% |
| All | -9.4% | +102.1% | -111.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling