-11.6%
ONDS vs OWL
-28.0%
+16.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.1% | -12.1% | -10.7% |
| 7D | -23.2% | +10.1% | -33.3% | -27.9% |
| 30D | -29.0% | +18.7% | -47.7% | -36.7% |
| 3M | -40.5% | -6.2% | -34.3% | -39.0% |
| 6M | -45.8% | +9.8% | -55.6% | -50.1% |
| YTD | -46.0% | -24.2% | -21.8% | -27.8% |
| 1Y | -11.6% | -26.6% | +15.0% | +22.6% |
| All | -11.6% | -28.0% | +16.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling