+137.0%
OKE vs XPO
+261.3%
-124.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -5.7% | +6.9% | +2.2% |
| 30D | +4.5% | -12.8% | +17.3% | +6.8% |
| 3M | +9.6% | -20.0% | +29.6% | +13.4% |
| 6M | +15.4% | -6.0% | +21.4% | +15.5% |
| YTD | +36.5% | +34.0% | +2.4% | +26.9% |
| 1Y | +39.0% | +35.6% | +3.4% | +28.2% |
| 3Y | +74.3% | +152.3% | -78.0% | +35.6% |
| All | +137.0% | +261.3% | -124.2% | +60.6% |
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 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