+23.9%
ONDS vs XLP
+46.6%
-22.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -3.5% | -1.0% | -2.5% | -3.3% |
| 30D | -14.1% | -0.9% | -13.2% | -13.9% |
| 3M | -36.3% | +3.8% | -40.2% | -37.9% |
| 6M | -27.5% | -1.7% | -25.8% | -27.5% |
| YTD | -21.9% | +10.3% | -32.2% | -27.2% |
| 1Y | +43.0% | +7.8% | +35.2% | +34.4% |
| 3Y | +697.1% | +27.2% | +669.9% | +552.5% |
| 5Y | -1.2% | +32.5% | -33.7% | -18.9% |
| All | +23.9% | +46.6% | -22.7% | -4.0% |
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