+47.6%
ON vs EXPE
-4.7%
+52.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.6% |
| 7D | +12.2% | -0.5% | +12.7% | +12.2% |
| 30D | -3.1% | -6.1% | +3.0% | -2.2% |
| 3M | -12.9% | -21.3% | +8.4% | -12.7% |
| 6M | -38.6% | +19.0% | -57.6% | -39.5% |
| YTD | +31.2% | -8.4% | +39.6% | +37.6% |
| 1Y | +47.6% | -2.8% | +50.4% | +50.9% |
| All | +47.6% | -4.7% | +52.4% | +50.9% |
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 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