-13.6%
BKNG vs XPO
+38.8%
-52.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.9% |
| 7D | +15.6% | +3.5% | +12.1% | +15.2% |
| 30D | +8.0% | +2.8% | +5.1% | +7.8% |
| 3M | -11.8% | -7.5% | -4.3% | -11.3% |
| 6M | +3.8% | -5.9% | +9.7% | +3.6% |
| YTD | -19.6% | +38.4% | -58.0% | -24.4% |
| 1Y | -13.6% | +33.7% | -47.3% | -18.4% |
| All | -13.6% | +38.8% | -52.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling