+120.4%
EXPE vs ONTO
+658.6%
-538.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -3.5% |
| 7D | -9.5% | -1.0% | -8.5% | -9.3% |
| 30D | -6.6% | -2.9% | -3.7% | -7.2% |
| 3M | +31.4% | -2.5% | +33.8% | +24.4% |
| 6M | +35.2% | +28.2% | +7.0% | +13.4% |
| YTD | +5.8% | +69.8% | -64.0% | -20.7% |
| 1Y | +38.7% | +162.9% | -124.2% | -13.0% |
| 3Y | +175.8% | +95.9% | +79.8% | +60.8% |
| 5Y | +111.8% | +244.5% | -132.6% | -13.9% |
| All | +120.4% | +658.6% | -538.2% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling