-3.6%
ONDS vs UPS
-34.8%
+31.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -5.1% | -2.0% | -3.2% | -3.8% |
| 30D | -26.0% | -2.0% | -24.0% | -25.1% |
| 3M | -26.4% | -6.2% | -20.2% | -24.0% |
| 6M | -26.4% | +2.8% | -29.2% | -28.6% |
| YTD | -25.9% | +5.9% | -31.8% | -30.6% |
| 1Y | +12.6% | +26.2% | -13.6% | -8.7% |
| 3Y | +706.9% | -26.0% | +732.9% | +847.5% |
| All | -3.6% | -34.8% | +31.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 5y: compounded portfolio wealth divided by compounded UPS 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…
5y analysis · Full analysis span regression · 6 months rolling