+713.6%
ONDS vs RMBS
+56.5%
+657.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.8% |
| 7D | -4.2% | +3.5% | -7.7% | -5.8% |
| 30D | -21.7% | -8.6% | -13.1% | -18.2% |
| 3M | -24.5% | -40.3% | +15.9% | -4.3% |
| 6M | -25.0% | -1.0% | -24.0% | -31.8% |
| YTD | -25.3% | -4.6% | -20.7% | -33.0% |
| 1Y | +33.8% | +17.6% | +16.2% | +4.1% |
| All | +713.6% | +56.5% | +657.1% | +403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling