-2.9%
ONDS vs OUST
-60.5%
+57.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +10.8% | +1.1% | +7.9% |
| 7D | +3.8% | +36.7% | -32.9% | -7.7% |
| 30D | -11.3% | -3.3% | -8.0% | -10.6% |
| 3M | -34.5% | -11.1% | -23.3% | -32.4% |
| 6M | -34.1% | +53.1% | -87.2% | -47.6% |
| YTD | -38.8% | +78.2% | -117.1% | -54.4% |
| 1Y | +2.8% | +50.0% | -47.3% | -18.2% |
| 3Y | +1,111.0% | +836.2% | +274.8% | +322.3% |
| 5Y | -33.7% | -50.0% | +16.3% | -47.3% |
| All | -2.9% | -60.5% | +57.6% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling