+22.5%
ON vs EXPD
+60.8%
-38.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -4.1% | -7.4% | +3.3% | +1.5% |
| 30D | -10.2% | -2.1% | -8.1% | -8.5% |
| 3M | -12.7% | +5.7% | -18.4% | -15.4% |
| 6M | -32.5% | +21.4% | -53.9% | -40.9% |
| YTD | +28.6% | +27.6% | +0.9% | +5.9% |
| 1Y | +43.4% | +36.1% | +7.3% | +12.1% |
| 3Y | +3.3% | +69.9% | -66.6% | -35.3% |
| 5Y | +22.5% | +59.7% | -37.2% | -26.2% |
| All | +22.5% | +60.8% | -38.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling