+18.5%
ONDS vs COST
+155.4%
-136.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -4.2% | -2.8% | -1.4% | -2.8% |
| 30D | -21.7% | -5.3% | -16.4% | -19.8% |
| 3M | -24.5% | -6.7% | -17.8% | -22.7% |
| 6M | -25.0% | -9.9% | -15.1% | -22.5% |
| YTD | -25.3% | +5.1% | -30.4% | -30.3% |
| 1Y | +33.8% | -7.3% | +41.1% | +34.9% |
| 3Y | +699.3% | +70.4% | +628.9% | +445.3% |
| 5Y | -5.2% | +104.4% | -109.6% | -36.5% |
| All | +18.5% | +155.4% | -136.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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