-23.3%
ONON vs EXPE
+84.6%
-107.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.5% | -11.5% | +8.1% | +1.3% |
| 30D | -30.8% | -13.1% | -17.7% | -27.2% |
| 3M | -29.8% | +18.1% | -48.0% | -35.3% |
| 6M | -34.8% | +13.3% | -48.1% | -39.2% |
| YTD | -42.3% | -3.2% | -39.0% | -43.3% |
| 1Y | -39.5% | +26.1% | -65.7% | -48.1% |
| 3Y | -9.3% | +151.7% | -161.0% | -48.4% |
| All | -23.3% | +84.6% | -107.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling