+29.9%
ADP vs XPO
-11.2%
+41.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -1.6% |
| 7D | -3.4% | +2.4% | -5.8% | -3.1% |
| 30D | +2.8% | -3.5% | +6.3% | +2.5% |
| 3M | +20.9% | -11.9% | +32.9% | +19.8% |
| 6M | +29.9% | -10.0% | +39.8% | +29.3% |
| All | +29.9% | -11.2% | +41.1% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling