+17.9%
ONDS vs UL
+15.6%
+2.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.6% |
| 7D | -5.0% | -4.1% | -0.9% | -5.1% |
| 30D | -25.6% | -1.2% | -24.4% | -25.6% |
| 3M | -22.1% | +6.0% | -28.1% | -22.1% |
| 6M | -27.6% | -5.5% | -22.1% | -26.8% |
| YTD | -25.7% | -3.3% | -22.4% | -25.5% |
| 1Y | +30.4% | -9.8% | +40.2% | +32.0% |
| 3Y | +695.0% | +20.1% | +674.8% | +638.8% |
| 5Y | -2.2% | +19.2% | -21.3% | -11.2% |
| All | +17.9% | +15.6% | +2.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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