-13.3%
ONDS vs VST
+643.4%
-656.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +10.6% | +7.5% | +13.3% |
| 7D | -15.6% | -9.8% | -5.8% | -11.2% |
| 30D | -25.8% | -25.1% | -0.7% | -15.6% |
| 3M | -39.0% | -11.6% | -27.4% | -35.6% |
| 6M | -42.9% | -20.9% | -22.0% | -36.9% |
| YTD | -45.3% | -22.3% | -23.0% | -39.9% |
| 1Y | +1.6% | -32.0% | +33.6% | +18.1% |
| 3Y | +834.3% | +262.4% | +571.9% | +445.7% |
| 5Y | -43.8% | +563.4% | -607.1% | -73.1% |
| All | -13.3% | +643.4% | -656.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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