-7.5%
NOC vs XPO
+38.8%
-46.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.5% |
| 7D | -5.0% | +3.5% | -8.5% | -5.1% |
| 30D | +10.3% | +2.8% | +7.5% | +10.2% |
| 3M | -4.3% | -7.5% | +3.2% | -4.0% |
| 6M | -6.5% | -5.9% | -0.6% | -6.5% |
| YTD | -6.7% | +38.4% | -45.1% | -10.9% |
| 1Y | -7.5% | +33.7% | -41.2% | -11.6% |
| All | -7.5% | +38.8% | -46.3% | -11.6% |
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