+18.5%
ONDS vs RMBS
+427.4%
-408.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.8% |
| 7D | -4.2% | +3.5% | -7.7% | -5.9% |
| 30D | -21.7% | -8.6% | -13.1% | -18.0% |
| 3M | -24.5% | -40.3% | +15.9% | -3.0% |
| 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% |
| 3Y | +699.3% | +58.6% | +640.7% | +383.2% |
| 5Y | -5.2% | +270.9% | -276.1% | -73.2% |
| All | +18.5% | +427.4% | -408.8% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling