-41.0%
ONDS vs COMP
-53.0%
+12.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.4% | +0.7% | -4.5% |
| 7D | -3.8% | +7.2% | -11.0% | -5.4% |
| 30D | -17.2% | +6.4% | -23.6% | -18.8% |
| 3M | -40.2% | -19.4% | -20.7% | -36.6% |
| 6M | -38.5% | +14.6% | -53.1% | -42.0% |
| YTD | -42.9% | -5.5% | -37.4% | -44.3% |
| 1Y | -5.3% | +13.7% | -18.9% | -11.9% |
| 3Y | +820.7% | +409.7% | +411.0% | +397.0% |
| 5Y | -41.6% | -17.0% | -24.6% | -53.4% |
| All | -41.0% | -53.0% | +12.0% | -42.4% |
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