-13.3%
ONDS vs CSX
+75.5%
-88.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.4% | +21.4% | +20.3% |
| 7D | -15.6% | -5.5% | -10.1% | -12.5% |
| 30D | -25.8% | +4.9% | -30.7% | -29.0% |
| 3M | -39.0% | -2.9% | -36.1% | -38.2% |
| 6M | -42.9% | +8.3% | -51.2% | -47.3% |
| YTD | -45.3% | +36.7% | -82.1% | -58.4% |
| 1Y | +1.6% | +41.5% | -39.9% | -24.7% |
| 3Y | +834.3% | +68.6% | +765.7% | +503.1% |
| 5Y | -43.8% | +48.4% | -92.2% | -61.5% |
| All | -13.3% | +75.5% | -88.7% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling