+18.5%
ONDS vs TPR
+342.4%
-323.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -2.2% |
| 7D | -4.2% | -7.3% | +3.1% | +0.5% |
| 30D | -21.7% | -30.7% | +9.0% | -2.1% |
| 3M | -24.5% | -21.6% | -2.8% | -13.3% |
| 6M | -25.0% | -21.3% | -3.7% | -15.3% |
| YTD | -25.3% | -10.2% | -15.1% | -24.2% |
| 1Y | +33.8% | +9.5% | +24.3% | +20.0% |
| 3Y | +699.3% | +280.8% | +418.6% | +182.0% |
| 5Y | -5.2% | +218.7% | -223.9% | -64.3% |
| All | +18.5% | +342.4% | -323.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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