+17.4%
EXPE vs ONTO
-31.6%
+49.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +1.1% |
| 7D | -13.3% | +1.4% | -14.7% | -13.1% |
| 30D | -5.5% | -34.1% | +28.6% | -9.1% |
| 3M | -16.5% | -37.1% | +20.6% | -19.5% |
| All | +17.4% | -31.6% | +49.1% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling