-9.4%
ONDS vs CSX
+82.5%
-91.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.5% |
| 7D | -3.8% | +0.7% | -4.5% | -4.6% |
| 30D | -17.2% | +8.1% | -25.3% | -22.3% |
| 3M | -40.2% | +2.2% | -42.4% | -41.5% |
| 6M | -38.5% | +14.6% | -53.1% | -45.5% |
| YTD | -42.9% | +42.2% | -85.1% | -57.7% |
| 1Y | -5.3% | +47.3% | -52.6% | -31.7% |
| 3Y | +820.7% | +73.5% | +747.1% | +481.9% |
| 5Y | -41.6% | +54.1% | -95.7% | -61.0% |
| All | -9.4% | +82.5% | -91.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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