+43.0%
ONDS vs UMAC
+164.0%
-121.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.5% |
| 7D | -3.5% | -0.9% | -2.6% | -2.9% |
| 30D | -14.1% | -7.7% | -6.4% | -13.1% |
| 3M | -36.3% | -26.4% | -9.9% | -29.1% |
| 6M | -27.5% | +61.9% | -89.4% | -55.4% |
| YTD | -21.9% | +86.5% | -108.4% | -56.8% |
| 1Y | +43.0% | +156.3% | -113.3% | -26.5% |
| All | +43.0% | +164.0% | -121.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling