+725.6%
ONDS vs OUST
+554.0%
+171.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -3.5% | +5.2% | -8.8% | -5.4% |
| 30D | -14.1% | -19.3% | +5.2% | -6.6% |
| 3M | -36.3% | -22.6% | -13.7% | -32.7% |
| 6M | -27.5% | +62.8% | -90.3% | -46.2% |
| YTD | -21.9% | +68.3% | -90.3% | -42.6% |
| 1Y | +43.0% | +28.5% | +14.4% | +16.9% |
| All | +725.6% | +554.0% | +171.5% | +113.8% |
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