+1,267.3%
ON vs EXPE
+851.4%
+415.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | +2.4% | -9.5% | +12.0% | +6.6% |
| 30D | -3.3% | -6.6% | +3.3% | -1.2% |
| 3M | -43.6% | +31.4% | -75.0% | -51.1% |
| 6M | +19.0% | +35.2% | -16.2% | -0.1% |
| YTD | +37.4% | +5.8% | +31.6% | +26.2% |
| 1Y | +54.8% | +38.7% | +16.1% | +24.2% |
| 3Y | -25.2% | +175.8% | -201.0% | -57.6% |
| 5Y | +62.7% | +111.8% | -49.1% | -0.5% |
| 10Y | +574.3% | +179.7% | +394.6% | +236.0% |
| All | +1,267.3% | +851.4% | +415.8% | +179.5% |
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 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