+18.5%
ONDS vs ZCMD
-100.0%
+118.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -4.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.1% |
| 30D | -21.7% | -22.7% | +1.0% | -21.3% |
| 3M | -24.5% | -62.5% | +38.0% | -25.7% |
| 6M | -25.0% | -99.5% | +74.5% | -25.4% |
| YTD | -25.3% | -99.7% | +74.4% | -24.2% |
| 1Y | +33.8% | -99.9% | +133.7% | +39.0% |
| 3Y | +699.3% | -100.0% | +799.3% | +849.6% |
| 5Y | -5.2% | -100.0% | +94.8% | +13.0% |
| All | +18.5% | -100.0% | +118.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling