+17.9%
ONDS vs UMC
+247.7%
-229.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | -5.0% | +11.4% | -16.4% | -10.4% |
| 30D | -25.6% | +16.8% | -42.4% | -32.2% |
| 3M | -22.1% | +19.1% | -41.2% | -33.0% |
| 6M | -27.6% | +137.4% | -165.0% | -57.9% |
| YTD | -25.7% | +186.4% | -212.1% | -63.0% |
| 1Y | +30.4% | +229.1% | -198.7% | -39.6% |
| 3Y | +695.0% | +257.9% | +437.1% | +237.7% |
| 5Y | -2.2% | +137.5% | -139.7% | -49.5% |
| All | +17.9% | +247.7% | -229.9% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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