-2.2%
ONDS vs OWL
-15.5%
+13.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +2.6% |
| 7D | -5.0% | -11.9% | +6.9% | +4.9% |
| 30D | -25.6% | -13.7% | -11.8% | -17.1% |
| 3M | -22.1% | +12.3% | -34.4% | -29.5% |
| 6M | -27.6% | +15.0% | -42.6% | -37.4% |
| YTD | -25.7% | -25.7% | 0.0% | -8.4% |
| 1Y | +30.4% | -39.5% | +69.9% | +92.4% |
| 3Y | +695.0% | +0.9% | +694.0% | +691.6% |
| 5Y | -2.2% | -16.5% | +14.4% | +15.2% |
| All | -2.2% | -15.5% | +13.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling