+20.8%
ONDS vs OWL
+22.7%
-1.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +2.2% |
| 7D | -5.0% | -11.9% | +6.9% | +3.6% |
| 30D | -25.6% | -13.7% | -11.8% | -18.2% |
| 3M | -22.1% | +12.3% | -34.4% | -28.4% |
| 6M | -27.6% | +15.0% | -42.6% | -35.9% |
| YTD | -25.7% | -25.7% | 0.0% | -10.8% |
| 1Y | +30.4% | -39.5% | +69.9% | +82.5% |
| 3Y | +695.0% | +0.9% | +694.0% | +736.1% |
| 5Y | -2.2% | -16.5% | +14.4% | +7.0% |
| All | +20.8% | +22.7% | -1.8% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling