+17.9%
ONDS vs CG
+77.7%
-59.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +1.2% |
| 7D | -5.0% | -9.8% | +4.8% | +2.7% |
| 30D | -25.6% | -10.3% | -15.3% | -19.7% |
| 3M | -22.1% | -1.7% | -20.5% | -21.7% |
| 6M | -27.6% | -9.8% | -17.8% | -22.2% |
| YTD | -25.7% | -25.6% | -0.1% | -7.7% |
| 1Y | +30.4% | -32.5% | +62.9% | +76.0% |
| 3Y | +695.0% | +45.6% | +649.3% | +519.4% |
| 5Y | -2.2% | +3.7% | -5.8% | -5.4% |
| All | +17.9% | +77.7% | -59.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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