-2.9%
ONDS vs XLP
+58.6%
-61.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.8% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | -11.3% | +8.9% | -20.2% | -13.3% |
| 3M | -34.5% | +7.5% | -41.9% | -35.8% |
| 6M | -34.1% | +9.4% | -43.5% | -36.4% |
| YTD | -38.8% | +19.3% | -58.1% | -44.1% |
| 1Y | +2.8% | +21.7% | -19.0% | -7.8% |
| 3Y | +1,111.0% | +44.0% | +1,067.0% | +839.6% |
| 5Y | -33.7% | +42.8% | -76.4% | -47.0% |
| All | -2.9% | +58.6% | -61.5% | -26.3% |
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