+17.6%
ONDS vs CHTR
-78.3%
+95.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -5.1% | -4.1% | -1.0% | -4.2% |
| 30D | -26.0% | -3.0% | -23.0% | -25.7% |
| 3M | -26.4% | +4.8% | -31.2% | -28.3% |
| 6M | -26.4% | -35.0% | +8.6% | -20.0% |
| YTD | -25.9% | -30.2% | +4.2% | -21.6% |
| 1Y | +12.6% | -44.8% | +57.4% | +28.4% |
| 3Y | +706.9% | -66.6% | +773.5% | +969.5% |
| 5Y | -2.4% | -81.5% | +79.1% | +39.6% |
| All | +17.6% | -78.3% | +95.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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