+115.1%
NOK vs XPO
+261.3%
-146.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +42.6% |
| YTD | +72.0% | +34.0% | +38.0% | +63.3% |
| 1Y | +140.9% | +35.6% | +105.4% | +126.7% |
| 3Y | +194.3% | +152.3% | +42.0% | +128.3% |
| All | +115.1% | +261.3% | -146.2% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling