-36.8%
ONDS vs COMP
-49.2%
+12.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.7% | +6.2% | +10.2% |
| 7D | +3.8% | +14.5% | -10.7% | +0.1% |
| 30D | -11.3% | +14.9% | -26.2% | -14.9% |
| 3M | -34.5% | -14.2% | -20.2% | -31.9% |
| 6M | -34.1% | +23.7% | -57.8% | -39.3% |
| YTD | -38.8% | +2.1% | -40.9% | -41.7% |
| 1Y | +2.8% | +26.2% | -23.4% | -7.4% |
| 3Y | +1,111.0% | +470.9% | +640.1% | +532.7% |
| 5Y | -33.7% | -14.0% | -19.6% | -48.0% |
| All | -36.8% | -49.2% | +12.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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