+334.3%
EXPD vs COO
+40.2%
+294.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | +0.6% | +13.3% | -12.7% | -3.3% |
| 3M | +9.8% | -18.1% | +27.9% | +15.8% |
| 6M | +25.8% | +6.7% | +19.1% | +21.3% |
| YTD | +31.3% | -23.2% | +54.5% | +40.8% |
| 1Y | +40.9% | -12.3% | +53.2% | +44.6% |
| 3Y | +74.7% | -23.6% | +98.3% | +81.1% |
| 5Y | +62.9% | -38.7% | +101.6% | +79.1% |
| 10Y | +334.3% | +42.2% | +292.2% | +291.2% |
| All | +334.3% | +40.2% | +294.2% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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