+706.9%
ONDS vs UDR
+3.3%
+703.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.1% | -3.5% | -1.7% | -4.0% |
| 30D | -26.0% | -5.3% | -20.7% | -24.9% |
| 3M | -26.4% | -9.5% | -16.9% | -24.8% |
| 6M | -26.4% | -0.7% | -25.8% | -28.6% |
| YTD | -25.9% | -1.2% | -24.7% | -28.3% |
| 1Y | +12.6% | -5.7% | +18.4% | +12.0% |
| 3Y | +706.9% | +3.7% | +703.2% | +655.4% |
| All | +706.9% | +3.3% | +703.6% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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