+1,726.1%
JPM vs XPO
+10,316.6%
-8,590.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.6% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | -0.2% | -3.5% | +3.4% | +0.3% |
| 3M | +15.9% | -11.9% | +27.8% | +17.8% |
| 6M | +20.9% | -10.0% | +30.9% | +22.2% |
| YTD | +12.9% | +42.1% | -29.2% | +6.1% |
| 1Y | +20.3% | +47.6% | -27.3% | +12.0% |
| 3Y | +160.9% | +153.6% | +7.4% | +119.0% |
| 5Y | +154.8% | +266.5% | -111.7% | +96.9% |
| 10Y | +591.1% | +1,460.4% | -869.4% | +334.9% |
| All | +1,726.1% | +10,316.6% | -8,590.4% | +807.7% |
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