-13.5%
ONDS vs TPR
+416.0%
-429.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -6.8% |
| 7D | +17.7% | -1.1% | +18.8% | +18.6% |
| 30D | -20.7% | +15.1% | -35.8% | -28.6% |
| 3M | -45.5% | -13.4% | -32.1% | -42.0% |
| 6M | -41.2% | +1.4% | -42.5% | -44.1% |
| YTD | -45.5% | +4.8% | -50.3% | -50.8% |
| 1Y | -3.4% | +29.2% | -32.6% | -24.6% |
| 3Y | +779.3% | +403.7% | +375.6% | +151.5% |
| 5Y | -48.5% | +230.8% | -279.3% | -81.9% |
| All | -13.5% | +416.0% | -429.5% | -73.6% |
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