-16.1%
ONDS vs CSX
+85.9%
-102.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | -3.3% | +6.0% | -9.2% | -7.0% |
| 30D | -16.0% | +7.8% | -23.8% | -20.8% |
| 3M | -42.1% | +4.1% | -46.2% | -44.1% |
| 6M | -41.8% | +17.9% | -59.7% | -49.4% |
| YTD | -47.1% | +44.9% | -92.0% | -61.3% |
| 1Y | -21.3% | +51.1% | -72.5% | -44.2% |
| 3Y | +695.1% | +78.3% | +616.8% | +393.2% |
| 5Y | -50.0% | +58.1% | -108.1% | -67.1% |
| All | -16.1% | +85.9% | -102.0% | -49.7% |
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