-10.5%
ONON vs EXPE
+153.4%
-163.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.4% |
| 7D | -5.3% | -8.7% | +3.3% | -2.9% |
| 30D | -13.1% | -13.6% | +0.5% | -9.6% |
| 3M | -29.3% | +26.6% | -56.0% | -34.5% |
| 6M | -34.5% | +19.9% | -54.5% | -38.6% |
| YTD | -42.2% | -1.7% | -40.5% | -43.0% |
| 1Y | -37.3% | +29.4% | -66.8% | -43.6% |
| All | -10.5% | +153.4% | -163.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling