+18.5%
ONDS vs CBOE
+236.4%
-217.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -4.2% | -0.8% | -3.4% | -4.2% |
| 30D | -21.7% | +2.7% | -24.4% | -21.7% |
| 3M | -24.5% | +0.7% | -25.2% | -24.6% |
| 6M | -25.0% | -2.0% | -23.0% | -26.0% |
| YTD | -25.3% | +17.1% | -42.4% | -28.6% |
| 1Y | +33.8% | +26.5% | +7.3% | +26.4% |
| 3Y | +699.3% | +96.1% | +603.2% | +514.7% |
| 5Y | -5.2% | +149.3% | -154.5% | -35.6% |
| All | +18.5% | +236.4% | -217.8% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling