-9.5%
NOC vs XPO
+39.1%
-48.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -5.7% | +6.4% | +1.1% |
| 30D | -9.7% | -12.8% | +3.1% | -9.1% |
| 3M | -5.6% | -20.0% | +14.3% | -4.4% |
| 6M | -28.6% | -6.0% | -22.5% | -28.6% |
| YTD | -7.9% | +34.0% | -41.9% | -11.6% |
| 1Y | -9.5% | +35.6% | -45.1% | -12.6% |
| All | -9.5% | +39.1% | -48.6% | -12.6% |
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