-6.8%
ONDS vs XLP
+59.6%
-66.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +8.7% | -0.5% | +9.3% | +8.8% |
| 30D | -14.1% | +8.3% | -22.4% | -15.8% |
| 3M | -41.2% | +8.7% | -49.9% | -42.5% |
| 6M | -39.2% | +11.2% | -50.4% | -41.6% |
| YTD | -41.3% | +20.0% | -61.3% | -46.4% |
| 1Y | -1.2% | +21.3% | -22.6% | -10.9% |
| 3Y | +847.1% | +43.8% | +803.3% | +637.3% |
| 5Y | -44.8% | +43.3% | -88.1% | -55.9% |
| All | -6.8% | +59.6% | -66.4% | -29.4% |
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