+17.6%
ONDS vs VIVK
-100.0%
+117.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.1% |
| 7D | -5.1% | -4.4% | -0.7% | -4.9% |
| 30D | -26.0% | -40.8% | +14.8% | -24.2% |
| 3M | -26.4% | -94.1% | +67.7% | -18.3% |
| 6M | -26.4% | -98.2% | +71.7% | -15.9% |
| YTD | -25.9% | -98.0% | +72.1% | -18.5% |
| 1Y | +12.6% | -100.0% | +112.6% | +46.4% |
| 3Y | +706.9% | -100.0% | +806.9% | +903.7% |
| 5Y | -2.4% | -100.0% | +97.6% | +24.2% |
| All | +17.6% | -100.0% | +117.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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