+329.3%
COHR vs ONDS
+21.5%
+307.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +8.3% | -5.1% | +13.5% | +9.1% |
| 30D | -14.1% | -26.0% | +11.9% | -10.8% |
| 3M | -16.0% | -26.4% | +10.4% | -12.7% |
| 6M | +21.5% | -26.4% | +47.9% | +25.0% |
| YTD | +65.4% | -25.9% | +91.4% | +68.3% |
| 1Y | +195.0% | +12.6% | +182.4% | +176.2% |
| 3Y | +830.2% | +706.9% | +123.2% | +459.6% |
| 5Y | +397.1% | -2.4% | +399.5% | +278.5% |
| All | +329.3% | +21.5% | +307.7% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 10y: compounded portfolio wealth divided by compounded ONDS 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…
10y analysis · Full analysis span regression · 6 months rolling