+1,193.0%
ADBE vs XPO
+10,316.6%
-9,123.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.5% | -11.2% | -7.3% |
| 7D | -8.6% | +2.4% | -11.0% | -8.9% |
| 30D | +2.8% | -3.5% | +6.3% | +3.1% |
| 3M | +3.1% | -11.9% | +15.1% | +4.5% |
| 6M | -2.4% | -10.0% | +7.5% | -1.8% |
| YTD | -23.9% | +42.1% | -65.9% | -28.2% |
| 1Y | -22.6% | +47.6% | -70.2% | -27.6% |
| 3Y | -52.7% | +153.6% | -206.3% | -59.5% |
| 5Y | -60.0% | +266.5% | -326.5% | -67.9% |
| 10Y | +157.3% | +1,460.4% | -1,303.1% | +77.2% |
| All | +1,193.0% | +10,316.6% | -9,123.6% | +682.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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