+23.9%
ONDS vs NTAP
+261.7%
-237.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.5% | -0.8% | -2.8% | -3.1% |
| 30D | -14.1% | -0.5% | -13.6% | -14.0% |
| 3M | -36.3% | +4.1% | -40.4% | -37.7% |
| 6M | -27.5% | +88.0% | -115.5% | -52.1% |
| YTD | -21.9% | +75.6% | -97.5% | -47.0% |
| 1Y | +43.0% | +58.9% | -16.0% | +4.8% |
| 3Y | +697.1% | +153.6% | +543.5% | +299.1% |
| 5Y | -1.2% | +127.6% | -128.8% | -48.4% |
| All | +23.9% | +261.7% | -237.8% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling