+103.0%
EXPE vs ONTO
+695.7%
-592.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.9% | -12.8% | -9.3% |
| 7D | -9.8% | +9.7% | -19.4% | -12.4% |
| 30D | -11.5% | -8.8% | -2.7% | -10.2% |
| 3M | +21.7% | +4.5% | +17.2% | +12.9% |
| 6M | +10.4% | +56.4% | -46.0% | -13.2% |
| YTD | -2.5% | +78.1% | -80.6% | -28.1% |
| 1Y | +27.3% | +171.3% | -143.9% | -20.9% |
| 3Y | +153.5% | +118.7% | +34.9% | +41.3% |
| 5Y | +91.1% | +269.4% | -178.3% | -24.4% |
| All | +103.0% | +695.7% | -592.6% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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