-22.1%
ONON vs EXPD
+53.2%
-75.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.7% |
| 7D | -1.7% | -0.9% | -0.7% | -1.1% |
| 30D | -27.4% | +4.1% | -31.4% | -28.9% |
| 3M | -26.5% | +13.8% | -40.3% | -32.0% |
| 6M | -34.2% | +27.3% | -61.5% | -43.5% |
| YTD | -41.3% | +25.4% | -66.8% | -49.8% |
| 1Y | -39.7% | +54.4% | -94.0% | -55.5% |
| 3Y | -7.8% | +67.9% | -75.7% | -38.6% |
| All | -22.1% | +53.2% | -75.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling