+185.7%
EXPE vs COO
-22.0%
+207.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -9.5% | -2.2% | -7.3% | -8.7% |
| 30D | -6.6% | -7.0% | +0.4% | -3.9% |
| 3M | +31.4% | +12.2% | +19.2% | +26.0% |
| 6M | +35.2% | -15.1% | +50.3% | +43.1% |
| YTD | +5.8% | -15.1% | +20.9% | +12.1% |
| 1Y | +38.7% | +2.3% | +36.3% | +37.5% |
| All | +185.7% | -22.0% | +207.7% | +189.6% |
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