-3.3%
ONDS vs ZCMD
-100.0%
+96.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -5.0% | -2.0% | -2.9% | -5.0% |
| 30D | -25.6% | -19.8% | -5.7% | -25.5% |
| 3M | -22.1% | -62.1% | +39.9% | -22.8% |
| 6M | -27.6% | -99.5% | +71.9% | -33.6% |
| YTD | -25.7% | -99.7% | +74.0% | -31.9% |
| 1Y | +30.4% | -99.9% | +130.3% | +19.0% |
| 3Y | +695.0% | -100.0% | +794.9% | +630.4% |
| All | -3.3% | -100.0% | +96.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling