+556.1%
ON vs EXPD
+337.7%
+218.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +3.5% |
| 7D | +3.3% | -1.6% | +4.9% | +5.1% |
| 30D | -3.1% | +0.6% | -3.7% | -3.1% |
| 3M | -9.2% | +9.8% | -19.0% | -15.1% |
| 6M | -31.4% | +25.8% | -57.1% | -42.7% |
| YTD | +36.0% | +31.3% | +4.7% | +6.3% |
| 1Y | +52.0% | +40.9% | +11.1% | +11.7% |
| 3Y | +9.3% | +74.7% | -65.5% | -35.9% |
| 5Y | +26.5% | +62.9% | -36.4% | -22.1% |
| 10Y | +556.1% | +334.3% | +221.8% | +96.0% |
| All | +556.1% | +337.7% | +218.4% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling