+17.9%
ONDS vs CBOE
+231.3%
-213.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -5.0% | -3.7% | -1.3% | -5.0% |
| 30D | -25.6% | +2.0% | -27.5% | -25.6% |
| 3M | -22.1% | -4.2% | -17.9% | -22.0% |
| 6M | -27.6% | +1.2% | -28.8% | -29.0% |
| YTD | -25.7% | +15.4% | -41.1% | -29.0% |
| 1Y | +30.4% | +23.5% | +6.9% | +23.4% |
| 3Y | +695.0% | +93.2% | +601.8% | +511.4% |
| 5Y | -2.2% | +142.0% | -144.1% | -33.4% |
| All | +17.9% | +231.3% | -213.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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