+104.9%
EXPE vs ONTO
+243.6%
-138.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -3.0% |
| 7D | -9.5% | -1.0% | -8.5% | -9.4% |
| 30D | -6.6% | -2.9% | -3.7% | -7.0% |
| 3M | +31.4% | -2.5% | +33.8% | +26.0% |
| 6M | +35.2% | +28.2% | +7.0% | +17.6% |
| YTD | +5.8% | +69.8% | -64.0% | -16.1% |
| 1Y | +38.7% | +162.9% | -124.2% | -4.9% |
| 3Y | +175.8% | +95.9% | +79.8% | +75.0% |
| All | +104.9% | +243.6% | -138.7% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling