-20.0%
ONON vs EXPD
+55.6%
-75.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | -3.0% | -1.1% | -1.8% | -2.4% |
| 30D | -26.7% | +4.1% | -30.8% | -28.3% |
| 3M | -25.3% | +17.9% | -43.2% | -32.3% |
| 6M | -35.3% | +29.2% | -64.5% | -44.8% |
| YTD | -39.8% | +27.4% | -67.1% | -48.9% |
| 1Y | -39.2% | +56.8% | -96.1% | -55.5% |
| 3Y | -4.2% | +68.0% | -72.3% | -36.0% |
| All | -20.0% | +55.6% | -75.6% | -48.8% |
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 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