+17.9%
ONDS vs VIVK
-100.0%
+117.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.7% |
| 7D | -5.0% | -9.5% | +4.5% | -4.6% |
| 30D | -25.6% | -35.1% | +9.5% | -24.1% |
| 3M | -22.1% | -93.4% | +71.2% | -14.1% |
| 6M | -27.6% | -98.0% | +70.4% | -17.7% |
| YTD | -25.7% | -97.9% | +72.1% | -18.6% |
| 1Y | +30.4% | -100.0% | +130.4% | +69.2% |
| 3Y | +695.0% | -100.0% | +794.9% | +885.4% |
| 5Y | -2.2% | -100.0% | +97.8% | +24.1% |
| All | +17.9% | -100.0% | +117.9% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling