+17.9%
ONDS vs RMBS
+413.5%
-395.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.8% |
| 7D | -5.0% | +1.2% | -6.2% | -5.6% |
| 30D | -25.6% | -11.5% | -14.1% | -20.8% |
| 3M | -22.1% | -38.2% | +16.1% | -1.6% |
| 6M | -27.6% | -4.8% | -22.8% | -32.8% |
| YTD | -25.7% | -7.1% | -18.6% | -32.4% |
| 1Y | +30.4% | +10.7% | +19.7% | +4.8% |
| 3Y | +695.0% | +54.5% | +640.5% | +387.0% |
| 5Y | -2.2% | +261.7% | -263.8% | -72.0% |
| All | +17.9% | +413.5% | -395.7% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling