-3.3%
ONDS vs COF
+44.0%
-47.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.7% |
| 7D | -5.0% | -6.1% | +1.1% | -0.9% |
| 30D | -25.6% | -5.2% | -20.4% | -22.6% |
| 3M | -22.1% | +17.0% | -39.1% | -30.2% |
| 6M | -27.6% | +12.9% | -40.5% | -33.3% |
| YTD | -25.7% | -13.5% | -12.2% | -18.8% |
| 1Y | +30.4% | -5.9% | +36.3% | +34.3% |
| 3Y | +695.0% | +117.1% | +577.8% | +351.5% |
| All | -3.3% | +44.0% | -47.3% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling