+452.4%
ON vs EXPD
+304.0%
+148.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +2.3% |
| 7D | -11.7% | -7.2% | -4.5% | -6.1% |
| 30D | -23.3% | -3.3% | -20.0% | -21.0% |
| 3M | -19.2% | +3.4% | -22.6% | -20.8% |
| 6M | -40.1% | +22.7% | -62.8% | -49.2% |
| YTD | +16.9% | +24.5% | -7.6% | -4.8% |
| 1Y | +29.7% | +38.6% | -8.9% | -3.8% |
| 3Y | -4.4% | +71.5% | -75.9% | -43.4% |
| 5Y | +7.1% | +56.2% | -49.2% | -32.0% |
| All | +452.4% | +304.0% | +148.4% | +72.1% |
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