+42.4%
ON vs EXPD
+39.7%
+2.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.7% | +6.5% | +8.0% |
| 7D | -1.4% | -5.5% | +4.0% | +1.0% |
| 30D | -10.9% | -1.9% | -9.0% | -9.8% |
| 3M | -14.9% | +6.1% | -20.9% | -15.5% |
| 6M | -33.0% | +21.6% | -54.7% | -36.1% |
| YTD | +27.6% | +27.9% | -0.3% | +15.9% |
| All | +42.4% | +39.7% | +2.7% | +26.4% |
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