+71.5%
EXPD vs COO
-25.3%
+96.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -2.0% |
| 7D | -7.2% | +4.7% | -11.9% | -7.9% |
| 30D | -3.3% | +13.9% | -17.2% | -5.5% |
| 3M | +3.4% | -14.9% | +18.3% | +6.3% |
| 6M | +22.7% | +2.0% | +20.7% | +21.2% |
| YTD | +24.5% | -23.9% | +48.4% | +31.2% |
| 1Y | +38.6% | -9.6% | +48.3% | +41.1% |
| 3Y | +71.5% | -25.4% | +96.9% | +75.6% |
| All | +71.5% | -25.3% | +96.8% | +75.6% |
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