+23.9%
ONDS vs CHRW
+82.4%
-58.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -3.5% | -1.4% | -2.1% | -3.1% |
| 30D | -14.1% | -3.5% | -10.6% | -13.2% |
| 3M | -36.3% | -19.4% | -16.9% | -32.5% |
| 6M | -27.5% | -21.4% | -6.1% | -23.0% |
| YTD | -21.9% | -7.1% | -14.8% | -24.5% |
| 1Y | +43.0% | +17.8% | +25.1% | +21.7% |
| 3Y | +697.1% | +78.8% | +618.3% | +442.5% |
| 5Y | -1.2% | +83.5% | -84.7% | -28.7% |
| All | +23.9% | +82.4% | -58.5% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling