+523.3%
ON vs EXPD
+335.0%
+188.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +12.2% | +5.5% | +6.7% | +7.8% |
| 30D | -3.1% | -0.8% | -2.3% | -2.0% |
| 3M | -12.9% | +4.1% | -17.0% | -15.0% |
| 6M | -38.6% | +25.7% | -64.3% | -48.8% |
| YTD | +31.2% | +31.4% | -0.2% | +2.5% |
| 1Y | +47.6% | +42.2% | +5.5% | +7.7% |
| 3Y | +6.6% | +77.2% | -70.6% | -38.2% |
| 5Y | +21.3% | +61.0% | -39.7% | -24.6% |
| All | +523.3% | +335.0% | +188.3% | +89.8% |
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 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