+17.9%
ONDS vs CHWY
-71.0%
+88.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -5.0% | -12.0% | +7.0% | -1.4% |
| 30D | -25.6% | -6.2% | -19.4% | -24.4% |
| 3M | -22.1% | +5.5% | -27.6% | -24.5% |
| 6M | -27.6% | -17.8% | -9.8% | -24.7% |
| YTD | -25.7% | -36.2% | +10.5% | -17.2% |
| 1Y | +30.4% | -40.0% | +70.4% | +46.7% |
| 3Y | +695.0% | -8.3% | +703.3% | +609.1% |
| 5Y | -2.2% | -71.9% | +69.7% | +16.6% |
| All | +17.9% | -71.0% | +88.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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