-4.5%
ONON vs EXPD
+69.2%
-73.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -3.0% | -1.1% | -1.8% | -2.6% |
| 30D | -26.7% | +4.1% | -30.8% | -27.6% |
| 3M | -25.3% | +17.9% | -43.2% | -29.3% |
| 6M | -35.3% | +29.2% | -64.5% | -40.8% |
| YTD | -39.8% | +27.4% | -67.1% | -45.0% |
| 1Y | -39.2% | +56.8% | -96.1% | -49.2% |
| All | -4.5% | +69.2% | -73.7% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling