+118.9%
EOG vs XPO
+1,516.3%
-1,397.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -5.7% | +7.1% | +2.8% |
| 30D | +2.9% | -12.8% | +15.8% | +6.1% |
| 3M | +8.7% | -20.0% | +28.7% | +14.0% |
| 6M | +12.9% | -6.0% | +18.9% | +12.9% |
| YTD | +43.8% | +34.0% | +9.8% | +30.6% |
| 1Y | +27.1% | +35.6% | -8.5% | +14.2% |
| 3Y | +25.9% | +152.3% | -126.4% | -9.4% |
| 5Y | +177.9% | +264.4% | -86.4% | +68.9% |
| All | +118.9% | +1,516.3% | -1,397.4% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling