-13.5%
ONDS vs ADP
+103.7%
-117.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.3% |
| 7D | +17.7% | +0.3% | +17.4% | +17.5% |
| 30D | -20.7% | +11.6% | -32.3% | -24.3% |
| 3M | -45.5% | +15.1% | -60.6% | -48.8% |
| 6M | -41.2% | +46.0% | -87.2% | -51.8% |
| YTD | -45.5% | +22.4% | -67.9% | -50.9% |
| 1Y | -3.4% | +24.5% | -27.9% | -14.4% |
| 3Y | +779.3% | +44.8% | +734.5% | +593.5% |
| 5Y | -48.5% | +49.1% | -97.6% | -61.7% |
| All | -13.5% | +103.7% | -117.2% | -31.7% |
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