-2.6%
EXPE vs ONTO
+33.8%
-36.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +0.5% |
| 7D | -13.3% | +1.4% | -14.7% | -13.2% |
| 30D | -5.5% | -34.1% | +28.6% | -6.8% |
| 3M | -16.5% | -37.1% | +20.6% | -17.6% |
| 6M | +13.1% | -31.8% | +44.9% | +10.1% |
| YTD | -8.0% | +22.9% | -30.9% | -20.8% |
| All | -2.6% | +33.8% | -36.4% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling