+55.9%
EXPD vs COO
-41.6%
+97.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.8% |
| 7D | -7.2% | +4.7% | -11.9% | -8.3% |
| 30D | -3.3% | +13.9% | -17.2% | -6.7% |
| 3M | +3.4% | -14.9% | +18.3% | +7.4% |
| 6M | +22.7% | +2.0% | +20.7% | +20.4% |
| YTD | +24.5% | -23.9% | +48.4% | +33.4% |
| 1Y | +38.6% | -9.6% | +48.3% | +41.0% |
| 3Y | +71.5% | -25.4% | +96.9% | +77.6% |
| All | +55.9% | -41.6% | +97.5% | +69.7% |
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