+153.1%
EXPE vs COO
+43.7%
+109.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.2% | -6.4% |
| 7D | -9.8% | -2.3% | -7.5% | -8.6% |
| 30D | -11.5% | -8.8% | -2.7% | -7.0% |
| 3M | +21.7% | +1.3% | +20.4% | +21.0% |
| 6M | +10.4% | -11.6% | +22.0% | +17.6% |
| YTD | -2.5% | -17.4% | +14.9% | +7.5% |
| 1Y | +27.3% | -1.6% | +28.9% | +27.4% |
| 3Y | +153.5% | -22.6% | +176.2% | +173.5% |
| 5Y | +91.1% | -40.3% | +131.4% | +133.9% |
| 10Y | +153.1% | +45.2% | +107.9% | +123.6% |
| All | +153.1% | +43.7% | +109.4% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling