-13.3%
ONDS vs XLP
+57.2%
-70.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.3% | +19.3% | +18.2% |
| 7D | -15.6% | +0.7% | -16.3% | -15.8% |
| 30D | -25.8% | +10.3% | -36.1% | -27.8% |
| 3M | -39.0% | +6.5% | -45.5% | -40.1% |
| 6M | -42.9% | +8.4% | -51.3% | -44.8% |
| YTD | -45.3% | +18.2% | -63.5% | -50.0% |
| 1Y | +1.6% | +22.4% | -20.8% | -9.4% |
| 3Y | +834.3% | +41.9% | +792.4% | +629.2% |
| 5Y | -43.8% | +40.9% | -84.6% | -55.0% |
| All | -13.3% | +57.2% | -70.4% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling