+157.4%
NOC vs XPO
+1,266.4%
-1,109.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +4.8% | +9.0% | -4.1% | +3.9% |
| 30D | +11.0% | +4.2% | +6.9% | +10.5% |
| 3M | -3.8% | -8.7% | +4.9% | -3.0% |
| 6M | +0.6% | -2.8% | +3.4% | +0.5% |
| YTD | -2.3% | +41.9% | -44.2% | -6.8% |
| 1Y | +0.3% | +42.3% | -42.1% | -4.5% |
| 3Y | +24.6% | +127.3% | -102.7% | +9.2% |
| 5Y | +66.0% | +306.4% | -240.4% | +30.1% |
| All | +157.4% | +1,266.4% | -1,109.0% | +69.2% |
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