-13.5%
ONDS vs TAP
+0.1%
-13.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.8% | -7.2% |
| 7D | +17.7% | -6.3% | +24.0% | +17.5% |
| 30D | -20.7% | +2.7% | -23.4% | -20.8% |
| 3M | -45.5% | -3.7% | -41.8% | -45.5% |
| 6M | -41.2% | -2.0% | -39.1% | -41.3% |
| YTD | -45.5% | -12.3% | -33.1% | -45.4% |
| 1Y | -3.4% | -10.1% | +6.6% | -3.6% |
| 3Y | +779.3% | -25.3% | +804.6% | +795.6% |
| 5Y | -48.5% | -1.9% | -46.6% | -49.3% |
| All | -13.5% | +0.1% | -13.6% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling