-5.5%
ONON vs EXPD
+61.2%
-66.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.0% |
| 7D | -11.9% | +3.6% | -15.5% | -13.6% |
| 30D | -6.8% | +0.3% | -7.1% | -7.2% |
| 3M | +6.6% | +6.1% | +0.6% | +2.6% |
| 6M | -2.2% | +27.4% | -29.6% | -15.7% |
| YTD | -28.9% | +32.0% | -60.8% | -41.1% |
| 1Y | -20.3% | +40.5% | -60.9% | -36.8% |
| 3Y | +22.9% | +75.7% | -52.8% | -20.2% |
| 5Y | -11.1% | +61.7% | -72.8% | -43.7% |
| All | -5.5% | +61.2% | -66.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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