+23.9%
ONDS vs UNP
+62.0%
-38.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +8.2% | -0.7% | +9.0% | +8.6% |
| 30D | -16.4% | -1.1% | -15.2% | -16.0% |
| 3M | -26.0% | +7.9% | -33.9% | -29.5% |
| 6M | -22.5% | +14.6% | -37.1% | -29.4% |
| YTD | -21.9% | +26.6% | -48.5% | -33.5% |
| 1Y | +25.7% | +35.6% | -9.8% | +2.5% |
| 3Y | +735.5% | +45.5% | +690.0% | +557.4% |
| 5Y | -0.1% | +50.0% | -50.1% | -21.1% |
| All | +23.9% | +62.0% | -38.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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