+43.0%
ONDS vs RMBS
+16.3%
+26.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.7% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -14.1% | -12.2% | -1.9% | -9.7% |
| 3M | -36.3% | -49.5% | +13.2% | -19.2% |
| 6M | -27.5% | -7.1% | -20.3% | -31.7% |
| YTD | -21.9% | -7.0% | -14.9% | -29.3% |
| 1Y | +43.0% | +13.3% | +29.6% | +17.9% |
| All | +43.0% | +16.3% | +26.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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