+135.5%
EXPE vs ONTO
+45.4%
+90.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.1% | -15.9% | -6.0% |
| 7D | -9.3% | -14.0% | +4.7% | -8.1% |
| 30D | +0.1% | -43.1% | +43.2% | +6.2% |
| 3M | -15.3% | -35.5% | +20.2% | -12.5% |
| 6M | +5.5% | -41.1% | +46.5% | +7.7% |
| YTD | -8.0% | +9.8% | -17.7% | -18.7% |
| 1Y | +18.9% | +31.5% | -12.6% | +0.8% |
| 3Y | +135.5% | +45.2% | +90.4% | +75.0% |
| All | +135.5% | +45.4% | +90.2% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling