-19.3%
ONDS vs COMP
-47.7%
+28.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | -14.1% | -13.3% | -0.8% | -10.6% |
| 3M | -36.3% | +41.1% | -77.5% | -43.3% |
| 6M | -27.5% | +17.2% | -44.7% | -32.8% |
| YTD | -21.9% | +5.2% | -27.1% | -25.9% |
| 1Y | +43.0% | +18.9% | +24.0% | +30.5% |
| 3Y | +697.1% | +215.9% | +481.2% | +396.8% |
| 5Y | -1.2% | -31.2% | +30.0% | -15.4% |
| All | -19.3% | -47.7% | +28.4% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling