+138.6%
NOK vs XPO
+1,516.3%
-1,377.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -5.7% | +16.6% | +12.2% |
| 30D | +7.8% | -12.8% | +20.7% | +10.8% |
| 3M | -21.0% | -20.0% | -1.0% | -17.5% |
| 6M | +40.9% | -6.0% | +46.9% | +42.5% |
| YTD | +72.0% | +34.0% | +38.0% | +62.2% |
| 1Y | +140.9% | +35.6% | +105.4% | +124.9% |
| 3Y | +194.3% | +152.3% | +42.0% | +130.6% |
| 5Y | +112.5% | +264.4% | -151.8% | +46.3% |
| All | +138.6% | +1,516.3% | -1,377.8% | +11.4% |
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