+17.9%
ONDS vs TAP
-2.8%
+20.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.0% | -5.3% | +0.3% | -4.9% |
| 30D | -25.6% | -7.4% | -18.2% | -25.4% |
| 3M | -22.1% | -4.9% | -17.2% | -22.1% |
| 6M | -27.6% | -14.2% | -13.4% | -26.8% |
| YTD | -25.7% | -14.8% | -10.9% | -25.5% |
| 1Y | +30.4% | -18.1% | +48.5% | +31.4% |
| 3Y | +695.0% | -32.7% | +727.7% | +719.4% |
| 5Y | -2.2% | -0.5% | -1.7% | -3.9% |
| All | +17.9% | -2.8% | +20.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling