+120.8%
EXPE vs COO
-24.0%
+144.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -6.1% | +14.2% | -20.2% | -9.9% |
| 3M | -21.3% | -18.2% | -3.1% | -15.5% |
| 6M | +19.0% | +5.3% | +13.7% | +16.4% |
| YTD | -8.4% | -23.6% | +15.1% | +0.3% |
| 1Y | -2.8% | -12.7% | +9.9% | +1.7% |
| 3Y | +120.8% | -24.2% | +144.9% | +133.6% |
| All | +120.8% | -24.0% | +144.8% | +133.6% |
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