+47.6%
ON vs EXPD
+53.8%
-6.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -0.7% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -17.1% | +1.8% | -18.9% | -17.6% |
| 3M | -11.8% | +8.9% | -20.7% | -13.9% |
| 6M | -30.2% | +42.2% | -72.4% | -36.7% |
| YTD | +31.6% | +33.4% | -1.8% | +17.2% |
| 1Y | +47.6% | +47.2% | +0.4% | +21.8% |
| All | +47.6% | +53.8% | -6.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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