+17.6%
ONDS vs ULTA
+95.1%
-77.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.7% |
| 7D | -5.1% | -3.1% | -2.0% | -3.1% |
| 30D | -26.0% | +2.8% | -28.8% | -27.6% |
| 3M | -26.4% | +14.8% | -41.2% | -34.2% |
| 6M | -26.4% | -16.2% | -10.2% | -18.8% |
| YTD | -25.9% | -9.6% | -16.3% | -22.2% |
| 1Y | +12.6% | +4.8% | +7.8% | +5.4% |
| 3Y | +706.9% | +30.7% | +676.2% | +516.9% |
| 5Y | -2.4% | +45.9% | -48.3% | -35.6% |
| All | +17.6% | +95.1% | -77.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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