-25.1%
ON vs EXPD
+68.7%
-93.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +2.4% | -1.1% | +3.6% | +3.0% |
| 30D | -3.3% | +4.1% | -7.4% | -5.2% |
| 3M | -43.6% | +17.9% | -61.5% | -48.3% |
| 6M | +19.0% | +29.2% | -10.3% | +3.5% |
| YTD | +37.4% | +27.4% | +10.0% | +18.3% |
| 1Y | +54.8% | +56.8% | -2.1% | +15.3% |
| All | -25.1% | +68.7% | -93.8% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling