+17.9%
ONDS vs CHRW
+88.3%
-70.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.0% |
| 7D | -5.0% | +4.4% | -9.3% | -6.4% |
| 30D | -25.6% | +5.5% | -31.1% | -27.1% |
| 3M | -22.1% | -17.3% | -4.9% | -18.2% |
| 6M | -27.6% | -12.7% | -14.9% | -26.4% |
| YTD | -25.7% | -4.1% | -21.6% | -29.0% |
| 1Y | +30.4% | +21.2% | +9.2% | +9.9% |
| 3Y | +695.0% | +88.9% | +606.1% | +428.1% |
| 5Y | -2.2% | +93.1% | -95.2% | -30.2% |
| All | +17.9% | +88.3% | -70.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling