+17.9%
ONDS vs CVNA
+51.4%
-33.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.5% |
| 7D | -5.0% | -4.3% | -0.7% | -3.9% |
| 30D | -25.6% | -2.4% | -23.2% | -25.4% |
| 3M | -22.1% | +4.5% | -26.6% | -23.9% |
| 6M | -27.6% | +10.2% | -37.8% | -30.2% |
| YTD | -25.7% | -16.7% | -9.0% | -23.7% |
| 1Y | +30.4% | -3.8% | +34.2% | +28.2% |
| 3Y | +695.0% | +648.3% | +46.7% | +342.4% |
| 5Y | -2.2% | +6.6% | -8.7% | -21.1% |
| All | +17.9% | +51.4% | -33.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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