+59.9%
EXPD vs COO
-39.4%
+99.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -4.1% |
| 7D | -4.8% | +5.3% | -10.1% | -6.1% |
| 30D | -1.5% | +12.5% | -14.1% | -4.7% |
| 3M | +4.1% | -15.1% | +19.3% | +8.2% |
| 6M | +24.0% | +3.7% | +20.3% | +21.2% |
| YTD | +27.4% | -22.5% | +49.9% | +35.8% |
| 1Y | +38.4% | -7.8% | +46.2% | +40.0% |
| 3Y | +73.2% | -24.1% | +97.3% | +78.5% |
| 5Y | +59.9% | -40.1% | +99.9% | +71.3% |
| All | +59.9% | -39.4% | +99.3% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling