+75.5%
EXPD vs COO
-24.0%
+99.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -4.2% |
| 7D | -4.8% | +5.3% | -10.1% | -5.6% |
| 30D | -1.5% | +12.5% | -14.1% | -3.6% |
| 3M | +4.1% | -15.1% | +19.3% | +7.1% |
| 6M | +24.0% | +3.7% | +20.3% | +22.2% |
| YTD | +27.4% | -22.5% | +49.9% | +33.8% |
| 1Y | +38.4% | -7.8% | +46.2% | +40.3% |
| All | +75.5% | -24.0% | +99.4% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling