-16.1%
ONDS vs CHRW
+66.1%
-82.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -3.3% | +7.3% | -10.6% | -5.4% |
| 30D | -16.0% | -3.6% | -12.4% | -15.2% |
| 3M | -42.1% | -9.6% | -32.5% | -40.8% |
| 6M | -41.8% | -17.0% | -24.8% | -40.7% |
| YTD | -47.1% | -15.4% | -31.7% | -47.8% |
| 1Y | -21.3% | -10.0% | -11.4% | -24.6% |
| 3Y | +695.1% | +82.2% | +612.9% | +414.9% |
| 5Y | -50.0% | +59.4% | -109.4% | -63.2% |
| All | -16.1% | +66.1% | -82.2% | -35.0% |
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