+23.9%
ONDS vs CME
+95.5%
-71.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -3.5% | -1.6% | -2.0% | -3.6% |
| 30D | -14.1% | +6.2% | -20.3% | -13.8% |
| 3M | -36.3% | +10.4% | -46.8% | -36.0% |
| 6M | -27.5% | -9.5% | -18.0% | -26.5% |
| YTD | -21.9% | +6.0% | -27.9% | -21.3% |
| 1Y | +43.0% | +9.3% | +33.7% | +44.2% |
| 3Y | +697.1% | +57.7% | +639.4% | +629.8% |
| 5Y | -1.2% | +77.7% | -78.9% | -13.6% |
| All | +23.9% | +95.5% | -71.6% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling