-9.4%
ONDS vs VST
+681.4%
-690.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -5.8% |
| 7D | -3.8% | -6.0% | +2.2% | -0.5% |
| 30D | -17.2% | -18.8% | +1.5% | -8.9% |
| 3M | -40.2% | -8.0% | -32.1% | -37.8% |
| 6M | -38.5% | -10.9% | -27.6% | -35.2% |
| YTD | -42.9% | -18.3% | -24.6% | -38.5% |
| 1Y | -5.3% | -29.9% | +24.7% | +8.6% |
| 3Y | +820.7% | +290.3% | +530.4% | +422.0% |
| 5Y | -41.6% | +635.3% | -676.9% | -72.8% |
| All | -9.4% | +681.4% | -690.8% | -65.1% |
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