+54.8%
ON vs EXPE
+40.7%
+14.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +0.9% |
| 7D | +2.4% | -9.5% | +12.0% | +2.1% |
| 30D | -3.3% | -6.6% | +3.3% | -3.5% |
| 3M | -43.6% | +31.4% | -75.0% | -44.5% |
| 6M | +19.0% | +35.2% | -16.2% | +15.5% |
| YTD | +37.4% | +5.8% | +31.6% | +39.0% |
| 1Y | +54.8% | +38.7% | +16.1% | +52.8% |
| All | +54.8% | +40.7% | +14.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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