-16.1%
ONDS vs ROP
+21.7%
-37.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -16.0% | +28.8% | -44.7% | -20.5% |
| 3M | -42.1% | +21.1% | -63.1% | -44.5% |
| 6M | -41.8% | +52.5% | -94.3% | -49.0% |
| YTD | -47.1% | +8.9% | -56.0% | -47.5% |
| 1Y | -21.3% | +8.2% | -29.6% | -21.8% |
| 3Y | +695.1% | -5.2% | +700.2% | +747.4% |
| 5Y | -50.0% | +1.7% | -51.8% | -52.9% |
| All | -16.1% | +21.7% | -37.8% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling