+17.9%
ONDS vs UVXY
-99.9%
+117.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | +1.0% |
| 7D | -5.0% | +11.0% | -16.0% | -1.9% |
| 30D | -25.6% | -8.8% | -16.8% | -27.1% |
| 3M | -22.1% | -41.9% | +19.8% | -31.7% |
| 6M | -27.6% | -61.2% | +33.6% | -40.8% |
| YTD | -25.7% | -46.2% | +20.5% | -31.3% |
| 1Y | +30.4% | -65.2% | +95.6% | +12.5% |
| 3Y | +695.0% | -94.6% | +789.5% | +538.3% |
| 5Y | -2.2% | -99.7% | +97.5% | -48.9% |
| All | +17.9% | -99.9% | +117.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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