+18.5%
ONDS vs UMC
+256.7%
-238.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -6.3% |
| 7D | -4.2% | +13.6% | -17.8% | -10.5% |
| 30D | -21.7% | +20.8% | -42.5% | -29.8% |
| 3M | -24.5% | +16.1% | -40.6% | -34.0% |
| 6M | -25.0% | +137.3% | -162.3% | -56.3% |
| YTD | -25.3% | +193.8% | -219.1% | -63.3% |
| 1Y | +33.8% | +236.1% | -202.3% | -38.7% |
| 3Y | +699.3% | +267.1% | +432.2% | +235.2% |
| 5Y | -5.2% | +145.3% | -150.5% | -51.8% |
| All | +18.5% | +256.7% | -238.2% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling