+17.9%
ONDS vs VMC
+81.7%
-63.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -5.0% | -3.7% | -1.3% | -2.2% |
| 30D | -25.6% | -12.8% | -12.8% | -17.3% |
| 3M | -22.1% | -7.9% | -14.2% | -18.4% |
| 6M | -27.6% | -7.5% | -20.1% | -25.0% |
| YTD | -25.7% | -11.6% | -14.1% | -21.2% |
| 1Y | +30.4% | -14.3% | +44.6% | +41.7% |
| 3Y | +695.0% | +18.5% | +676.5% | +556.3% |
| 5Y | -2.2% | +46.8% | -48.9% | -30.1% |
| All | +17.9% | +81.7% | -63.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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