+6.7%
ONON vs EXPD
+52.1%
-45.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +10.6% | -7.2% | +17.8% | +15.0% |
| 30D | +12.5% | -3.3% | +15.7% | +14.3% |
| 3M | +0.1% | +3.4% | -3.3% | -2.3% |
| 6M | +3.6% | +22.7% | -19.1% | -8.8% |
| YTD | -19.6% | +24.5% | -44.2% | -31.3% |
| 1Y | +5.2% | +38.6% | -33.4% | -16.3% |
| 3Y | +33.1% | +71.5% | -38.4% | -13.4% |
| 5Y | -4.7% | +56.2% | -60.9% | -38.5% |
| All | +6.7% | +52.1% | -45.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling