-13.3%
ONDS vs OUST
-64.4%
+51.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +14.0% | +4.0% | +12.9% |
| 7D | -15.6% | +17.0% | -32.6% | -20.6% |
| 30D | -25.8% | -16.5% | -9.3% | -21.2% |
| 3M | -39.0% | -23.7% | -15.3% | -33.7% |
| 6M | -42.9% | +18.4% | -61.3% | -50.4% |
| YTD | -45.3% | +60.8% | -106.1% | -57.8% |
| 1Y | +1.6% | +44.2% | -42.6% | -17.8% |
| 3Y | +834.3% | +668.1% | +166.2% | +249.2% |
| 5Y | -43.8% | -48.8% | +5.0% | -55.7% |
| All | -13.3% | -64.4% | +51.1% | -21.7% |
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