+60.1%
EXPD vs COO
-40.4%
+100.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | +5.5% | +0.5% | +5.1% | +5.4% |
| 30D | -0.8% | +14.2% | -15.0% | -4.4% |
| 3M | +4.1% | -18.2% | +22.4% | +9.4% |
| 6M | +25.7% | +5.3% | +20.3% | +22.2% |
| YTD | +31.4% | -23.6% | +55.0% | +40.7% |
| 1Y | +42.2% | -12.7% | +54.9% | +46.1% |
| 3Y | +77.2% | -24.2% | +101.4% | +82.3% |
| All | +60.1% | -40.4% | +100.5% | +72.5% |
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