-13.5%
ONDS vs URA
+219.6%
-233.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.8% | -3.4% | -4.4% |
| 7D | +17.7% | +4.5% | +13.2% | +15.1% |
| 30D | -20.7% | -13.4% | -7.3% | -10.5% |
| 3M | -45.5% | -28.4% | -17.1% | -30.2% |
| 6M | -41.2% | -40.5% | -0.7% | -13.1% |
| YTD | -45.5% | -24.3% | -21.2% | -30.0% |
| 1Y | -3.4% | -28.8% | +25.4% | +29.9% |
| 3Y | +779.3% | +37.6% | +741.7% | +684.5% |
| 5Y | -48.5% | +30.7% | -79.2% | -55.7% |
| All | -13.5% | +219.6% | -233.1% | -51.2% |
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