+23.9%
ONDS vs OUST
-61.6%
+85.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.1% |
| 7D | +8.2% | +12.7% | -4.5% | +3.7% |
| 30D | -16.4% | -13.6% | -2.7% | -11.9% |
| 3M | -26.0% | -8.3% | -17.7% | -26.7% |
| 6M | -22.5% | +85.0% | -107.4% | -42.7% |
| YTD | -21.9% | +73.2% | -95.2% | -40.6% |
| 1Y | +25.7% | +32.5% | -6.7% | +5.5% |
| 3Y | +735.5% | +643.8% | +91.7% | +218.4% |
| 5Y | -0.1% | -52.1% | +52.0% | -19.2% |
| All | +23.9% | -61.6% | +85.5% | +10.2% |
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