+17.9%
ONDS vs URA
+344.5%
-326.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +2.2% |
| 7D | -5.0% | -1.5% | -3.4% | -4.1% |
| 30D | -25.6% | -0.4% | -25.2% | -25.4% |
| 3M | -22.1% | +6.3% | -28.4% | -24.5% |
| 6M | -27.6% | -14.0% | -13.6% | -18.5% |
| YTD | -25.7% | +5.3% | -31.0% | -25.4% |
| 1Y | +30.4% | +11.7% | +18.7% | +28.6% |
| 3Y | +695.0% | +109.8% | +585.2% | +419.9% |
| 5Y | -2.2% | +108.0% | -110.1% | -38.6% |
| All | +17.9% | +344.5% | -326.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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