+47.3%
EXPE vs COO
-40.4%
+87.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | -6.1% | +14.2% | -20.2% | -11.6% |
| 3M | -21.3% | -18.2% | -3.1% | -13.4% |
| 6M | +19.0% | +5.3% | +13.7% | +14.5% |
| YTD | -8.4% | -23.6% | +15.1% | +4.0% |
| 1Y | -2.8% | -12.7% | +9.9% | +2.8% |
| 3Y | +120.8% | -24.2% | +144.9% | +131.9% |
| All | +47.3% | -40.4% | +87.6% | +77.1% |
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