-23.3%
ONON vs EXPD
+55.2%
-78.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.3% |
| 7D | -3.5% | +1.2% | -4.6% | -4.1% |
| 30D | -30.8% | +5.2% | -36.0% | -32.7% |
| 3M | -29.8% | +13.2% | -43.0% | -34.9% |
| 6M | -34.8% | +30.3% | -65.1% | -44.8% |
| YTD | -42.3% | +27.0% | -69.3% | -50.9% |
| 1Y | -39.5% | +57.3% | -96.8% | -55.9% |
| 3Y | -9.3% | +70.0% | -79.3% | -40.0% |
| All | -23.3% | +55.2% | -78.5% | -50.8% |
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