+23.9%
ONDS vs ADP
+82.5%
-58.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | -3.5% | -3.4% | -0.1% | -2.2% |
| 30D | -14.1% | +2.8% | -16.9% | -15.2% |
| 3M | -36.3% | +20.9% | -57.3% | -42.7% |
| 6M | -27.5% | +29.9% | -57.4% | -38.0% |
| YTD | -21.9% | +9.6% | -31.6% | -26.2% |
| 1Y | +43.0% | -5.3% | +48.2% | +48.8% |
| 3Y | +697.1% | +16.5% | +680.6% | +615.4% |
| 5Y | -1.2% | +49.4% | -50.6% | -20.4% |
| All | +23.9% | +82.5% | -58.6% | +2.6% |
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 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