+695.1%
ONDS vs SAP
+69.7%
+625.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -16.0% | +6.5% | -22.5% | -18.6% |
| 3M | -42.1% | +12.2% | -54.3% | -45.1% |
| 6M | -41.8% | +46.1% | -87.8% | -51.3% |
| YTD | -47.1% | -1.6% | -45.5% | -46.3% |
| 1Y | -21.3% | -5.1% | -16.2% | -18.2% |
| 3Y | +695.1% | +68.4% | +626.7% | +426.3% |
| All | +695.1% | +69.7% | +625.4% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling