+695.1%
ONDS vs OUST
+594.6%
+100.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.5% | +5.5% | +0.3% |
| 7D | -3.3% | -3.8% | +0.5% | -1.6% |
| 30D | -16.0% | +5.1% | -21.0% | -17.8% |
| 3M | -42.1% | -25.8% | -16.3% | -35.9% |
| 6M | -41.8% | -2.0% | -39.7% | -44.9% |
| YTD | -47.1% | +54.7% | -101.8% | -59.3% |
| 1Y | -21.3% | +48.8% | -70.1% | -37.8% |
| 3Y | +695.1% | +607.8% | +87.2% | +236.9% |
| All | +695.1% | +594.6% | +100.5% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling