+46.0%
ON vs EXPE
+26.5%
+19.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -1.9% | -11.5% | +9.6% | -2.2% |
| 30D | -11.0% | -13.1% | +2.0% | -11.4% |
| 3M | -39.3% | +18.1% | -57.5% | -40.4% |
| 6M | +19.8% | +13.3% | +6.6% | +17.2% |
| YTD | +31.1% | -3.2% | +34.3% | +32.4% |
| 1Y | +46.0% | +26.1% | +19.8% | +42.5% |
| All | +46.0% | +26.5% | +19.5% | +42.5% |
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