-5.2%
ONDS vs ROP
-16.4%
+11.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.9% |
| 7D | -4.2% | -6.1% | +1.9% | -2.2% |
| 30D | -21.7% | -3.4% | -18.3% | -20.9% |
| 3M | -24.5% | +16.7% | -41.1% | -30.6% |
| 6M | -25.0% | +8.1% | -33.1% | -28.7% |
| YTD | -25.3% | -11.7% | -13.6% | -21.4% |
| 1Y | +33.8% | -24.2% | +58.0% | +56.8% |
| 3Y | +699.3% | -19.0% | +718.3% | +778.0% |
| 5Y | -5.2% | -15.9% | +10.7% | -2.5% |
| All | -5.2% | -16.4% | +11.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling