+23.9%
ONDS vs CSX
+75.0%
-51.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +8.2% | +0.6% | +7.6% | +7.7% |
| 30D | -16.4% | -2.3% | -14.1% | -14.9% |
| 3M | -26.0% | +4.3% | -30.3% | -28.9% |
| 6M | -22.5% | +23.4% | -45.8% | -35.0% |
| YTD | -21.9% | +36.4% | -58.3% | -39.9% |
| 1Y | +25.7% | +53.0% | -27.3% | -10.5% |
| 3Y | +735.5% | +70.6% | +664.9% | +443.1% |
| 5Y | -0.1% | +65.5% | -65.6% | -34.2% |
| All | +23.9% | +75.0% | -51.1% | -21.8% |
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