-47.5%
COIN vs ONDS
-11.3%
-36.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -10.6% | -5.0% | -5.6% | -9.6% |
| 30D | +16.0% | -25.6% | +41.5% | +23.3% |
| 3M | +11.9% | -22.1% | +34.0% | +16.7% |
| 6M | -12.3% | -27.6% | +15.2% | -8.8% |
| YTD | -23.8% | -25.7% | +1.9% | -22.2% |
| 1Y | -45.4% | +30.4% | -75.8% | -53.2% |
| 3Y | +109.9% | +695.0% | -585.1% | -26.5% |
| 5Y | -30.6% | -2.2% | -28.5% | -51.9% |
| All | -47.5% | -11.3% | -36.3% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling