+1,063.8%
ON vs EXPE
+727.6%
+336.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +2.5% |
| 7D | -11.7% | -9.3% | -2.3% | -8.6% |
| 30D | -23.3% | +0.1% | -23.4% | -24.2% |
| 3M | -19.2% | -15.3% | -3.9% | -15.2% |
| 6M | -40.1% | +5.5% | -45.6% | -44.4% |
| YTD | +16.9% | -8.0% | +24.9% | +12.1% |
| 1Y | +29.7% | +18.9% | +10.9% | +9.8% |
| 3Y | -4.4% | +135.5% | -139.9% | -42.4% |
| 5Y | +7.1% | +44.3% | -37.2% | -23.3% |
| 10Y | +447.2% | +117.7% | +329.5% | +197.5% |
| All | +1,063.8% | +727.6% | +336.2% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling