+358.5%
ONDS vs UMAC
+508.0%
-149.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -2.5% |
| 7D | -4.2% | +3.3% | -7.5% | -5.2% |
| 30D | -21.7% | -10.4% | -11.3% | -20.1% |
| 3M | -24.5% | +1.8% | -26.2% | -26.2% |
| 6M | -25.0% | +40.7% | -65.7% | -34.4% |
| YTD | -25.3% | +90.9% | -116.2% | -38.9% |
| 1Y | +33.8% | +151.8% | -118.0% | +3.5% |
| All | +358.5% | +508.0% | -149.5% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling