+1,615.3%
ADP vs XPO
+10,095.4%
-8,480.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +11.9% | +4.7% | +7.2% | +11.3% |
| 3M | +13.7% | -7.1% | +20.8% | +14.3% |
| 6M | +46.8% | -6.3% | +53.0% | +47.1% |
| YTD | +21.8% | +39.1% | -17.3% | +16.9% |
| 1Y | +23.5% | +36.7% | -13.2% | +18.7% |
| 3Y | +44.1% | +127.4% | -83.3% | +29.7% |
| 5Y | +49.9% | +315.0% | -265.1% | +25.2% |
| 10Y | +318.8% | +1,263.5% | -944.7% | +217.0% |
| All | +1,615.3% | +10,095.4% | -8,480.1% | +1,102.8% |
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