-16.1%
ONDS vs CME
+122.1%
-138.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.9% |
| 7D | -3.3% | +3.9% | -7.2% | -2.8% |
| 30D | -16.0% | +11.3% | -27.3% | -14.9% |
| 3M | -42.1% | +19.6% | -61.6% | -41.1% |
| 6M | -41.8% | +8.1% | -49.8% | -40.3% |
| YTD | -47.1% | +20.4% | -67.5% | -46.0% |
| 1Y | -21.3% | +16.5% | -37.8% | -19.6% |
| 3Y | +695.1% | +66.4% | +628.6% | +664.5% |
| 5Y | -50.0% | +74.5% | -124.5% | -53.8% |
| All | -16.1% | +122.1% | -138.2% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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