-11.6%
ONDS vs COF
-4.4%
-7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.1% | -7.8% | -8.3% |
| 7D | -23.2% | +0.7% | -23.9% | -23.5% |
| 30D | -29.0% | +5.7% | -34.7% | -31.4% |
| 3M | -40.5% | -6.7% | -33.8% | -37.9% |
| 6M | -45.8% | +9.5% | -55.3% | -48.6% |
| YTD | -46.0% | -13.9% | -32.1% | -40.7% |
| 1Y | -11.6% | -5.1% | -6.5% | -5.5% |
| All | -11.6% | -4.4% | -7.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling