+3.6%
GOOG vs XPO
+38.8%
-35.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +3.3% |
| 7D | -10.7% | +3.5% | -14.3% | -10.9% |
| 30D | -16.4% | +2.8% | -19.3% | -16.6% |
| 3M | -23.4% | -7.5% | -15.9% | -23.0% |
| 6M | -24.2% | -5.9% | -18.3% | -24.1% |
| YTD | -8.3% | +38.4% | -46.6% | -10.6% |
| 1Y | +3.6% | +33.7% | -30.1% | +1.5% |
| All | +3.6% | +38.8% | -35.2% | +1.5% |
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