+162.5%
ON vs EXPD
+2,273.3%
-2,110.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -8.9% |
| 7D | -16.3% | -4.8% | -11.5% | -13.5% |
| 30D | -27.0% | -1.5% | -25.5% | -26.1% |
| 3M | -18.1% | +4.1% | -22.2% | -19.7% |
| 6M | -38.6% | +24.0% | -62.6% | -46.1% |
| YTD | +16.4% | +27.4% | -11.0% | -1.4% |
| 1Y | +25.8% | +38.4% | -12.6% | +1.3% |
| 3Y | -7.7% | +73.2% | -80.9% | -36.2% |
| 5Y | +6.6% | +59.9% | -53.3% | -22.3% |
| 10Y | +444.6% | +319.9% | +124.7% | +133.5% |
| All | +162.5% | +2,273.3% | -2,110.8% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling