-3.6%
ONDS vs RMBS
+265.4%
-269.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.2% |
| 7D | -5.1% | +1.8% | -6.9% | -6.0% |
| 30D | -26.0% | -13.9% | -12.1% | -20.3% |
| 3M | -26.4% | -39.8% | +13.4% | -6.7% |
| 6M | -26.4% | -6.0% | -20.4% | -31.0% |
| YTD | -25.9% | -5.4% | -20.6% | -33.0% |
| 1Y | +12.6% | -1.8% | +14.4% | -2.4% |
| 3Y | +706.9% | +53.7% | +653.3% | +410.3% |
| All | -3.6% | +265.4% | -269.0% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling