+929.7%
O vs XPO
+10,316.6%
-9,386.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.1% |
| 7D | -0.7% | +2.4% | -3.2% | -1.0% |
| 30D | -1.9% | -3.5% | +1.7% | -1.7% |
| 3M | +3.8% | -11.9% | +15.8% | +4.8% |
| 6M | -4.7% | -10.0% | +5.2% | -4.2% |
| YTD | +12.5% | +42.1% | -29.6% | +8.9% |
| 1Y | +10.8% | +47.6% | -36.8% | +6.7% |
| 3Y | +28.8% | +153.6% | -124.8% | +16.4% |
| 5Y | +13.2% | +266.5% | -253.3% | -2.6% |
| 10Y | +53.5% | +1,460.4% | -1,407.0% | +18.2% |
| All | +929.7% | +10,316.6% | -9,386.9% | +598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling