-21.7%
ONON vs EXPE
+90.2%
-111.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | -2.1% | -5.8% | +3.7% | +0.2% |
| 30D | -11.6% | -13.6% | +2.0% | -6.5% |
| 3M | -30.1% | +25.2% | -55.3% | -37.0% |
| 6M | -30.5% | +22.3% | -52.9% | -37.2% |
| YTD | -41.0% | -0.3% | -40.7% | -42.8% |
| 1Y | -36.7% | +27.8% | -64.5% | -45.9% |
| 3Y | -8.6% | +162.4% | -171.0% | -49.0% |
| All | -21.7% | +90.2% | -111.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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