+1,444.5%
ADP vs XPO
+10,316.6%
-8,872.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -2.5% |
| 7D | -3.4% | +2.4% | -5.8% | -3.7% |
| 30D | +2.8% | -3.5% | +6.3% | +3.0% |
| 3M | +20.9% | -11.9% | +32.9% | +22.1% |
| 6M | +29.9% | -10.0% | +39.8% | +30.5% |
| YTD | +9.6% | +42.1% | -32.4% | +5.2% |
| 1Y | -5.3% | +47.6% | -52.9% | -9.7% |
| 3Y | +16.5% | +153.6% | -137.1% | +3.7% |
| 5Y | +49.4% | +266.5% | -217.1% | +26.1% |
| 10Y | +282.2% | +1,460.4% | -1,178.3% | +187.4% |
| All | +1,444.5% | +10,316.6% | -8,872.1% | +981.9% |
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