-11.6%
ONDS vs OUST
+11.1%
-22.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +15.7% | -24.7% | -16.2% |
| 7D | -23.2% | -0.2% | -23.0% | -23.9% |
| 30D | -29.0% | -24.0% | -5.0% | -20.4% |
| 3M | -40.5% | -29.9% | -10.6% | -31.8% |
| 6M | -45.8% | +19.1% | -65.0% | -59.0% |
| YTD | -46.0% | +55.0% | -101.0% | -69.7% |
| 1Y | -11.6% | +21.2% | -32.7% | -35.1% |
| All | -11.6% | +11.1% | -22.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling