+855.0%
EXPE vs COO
+334.8%
+520.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -9.5% | -2.2% | -7.3% | -8.6% |
| 30D | -6.6% | -7.0% | +0.4% | -3.6% |
| 3M | +31.4% | +12.2% | +19.2% | +24.8% |
| 6M | +35.2% | -15.1% | +50.3% | +44.5% |
| YTD | +5.8% | -15.1% | +20.9% | +13.2% |
| 1Y | +38.7% | +2.3% | +36.3% | +36.5% |
| 3Y | +175.8% | -23.7% | +199.5% | +197.5% |
| 5Y | +111.8% | -38.9% | +150.8% | +149.6% |
| 10Y | +179.7% | +49.9% | +129.8% | +129.3% |
| All | +855.0% | +334.8% | +520.2% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling