+592.8%
ON vs EXPE
+155.4%
+437.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.9% | +3.4% | -0.8% |
| 7D | -2.2% | -9.8% | +7.6% | +2.4% |
| 30D | -12.4% | -11.5% | -0.9% | -8.1% |
| 3M | -41.2% | +21.7% | -62.9% | -48.3% |
| 6M | +25.0% | +10.4% | +14.6% | +13.7% |
| YTD | +31.3% | -2.5% | +33.8% | +23.8% |
| 1Y | +45.4% | +27.3% | +18.1% | +17.0% |
| 3Y | -27.4% | +153.5% | -180.9% | -62.0% |
| 5Y | +58.5% | +91.1% | -32.6% | -9.4% |
| All | +592.8% | +155.4% | +437.4% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling