+390.5%
ONTO vs EXPD
+165.3%
+225.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.3% | +13.3% | +12.8% |
| 7D | -14.0% | -7.2% | -6.9% | -8.7% |
| 30D | -43.1% | -3.3% | -39.8% | -41.5% |
| 3M | -35.5% | +3.4% | -38.9% | -36.9% |
| 6M | -41.1% | +22.7% | -63.8% | -49.3% |
| YTD | +9.8% | +24.5% | -14.8% | -9.4% |
| 1Y | +31.5% | +38.6% | -7.1% | -0.5% |
| 3Y | +45.2% | +71.5% | -26.3% | -11.7% |
| 5Y | +86.7% | +56.2% | +30.5% | +20.8% |
| All | +390.5% | +165.3% | +225.1% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling