+17.9%
ONDS vs NTAP
+257.9%
-240.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -5.0% | -1.0% | -4.0% | -4.4% |
| 30D | -25.6% | -7.5% | -18.1% | -22.2% |
| 3M | -22.1% | +14.6% | -36.8% | -28.1% |
| 6M | -27.6% | +91.0% | -118.6% | -52.6% |
| YTD | -25.7% | +73.7% | -99.4% | -49.3% |
| 1Y | +30.4% | +51.2% | -20.8% | -1.3% |
| 3Y | +695.0% | +146.1% | +548.8% | +307.1% |
| 5Y | -2.2% | +122.8% | -125.0% | -48.3% |
| All | +17.9% | +257.9% | -240.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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