+23.9%
ONDS vs OUST
-62.7%
+86.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -3.5% | +5.2% | -8.8% | -5.2% |
| 30D | -14.1% | -19.3% | +5.2% | -7.4% |
| 3M | -36.3% | -22.6% | -13.7% | -32.9% |
| 6M | -27.5% | +62.8% | -90.3% | -43.9% |
| YTD | -21.9% | +68.3% | -90.3% | -39.9% |
| 1Y | +43.0% | +28.5% | +14.4% | +21.2% |
| 3Y | +697.1% | +554.0% | +143.0% | +216.5% |
| 5Y | -1.2% | -56.2% | +55.0% | -17.5% |
| All | +23.9% | -62.7% | +86.6% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling