+23.9%
ONDS vs XLP
+45.7%
-21.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +8.2% | -1.4% | +9.7% | +8.7% |
| 30D | -16.4% | -1.3% | -15.1% | -16.1% |
| 3M | -26.0% | +1.8% | -27.9% | -27.2% |
| 6M | -22.5% | -0.8% | -21.7% | -23.0% |
| YTD | -21.9% | +9.5% | -31.5% | -27.1% |
| 1Y | +25.7% | +7.2% | +18.6% | +18.4% |
| 3Y | +735.5% | +27.1% | +708.4% | +582.5% |
| 5Y | -0.1% | +32.0% | -32.2% | -18.0% |
| All | +23.9% | +45.7% | -21.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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