+695.1%
ONDS vs XLP
+45.4%
+649.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -2.4% |
| 7D | -3.3% | +2.5% | -5.8% | -2.2% |
| 30D | -16.0% | +7.3% | -23.3% | -13.2% |
| 3M | -42.1% | +8.1% | -50.2% | -40.0% |
| 6M | -41.8% | +10.5% | -52.2% | -39.1% |
| YTD | -47.1% | +21.2% | -68.3% | -46.2% |
| 1Y | -21.3% | +22.7% | -44.1% | -20.5% |
| 3Y | +695.1% | +44.8% | +650.3% | +586.7% |
| All | +695.1% | +45.4% | +649.7% | +586.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling