+3,071.2%
OKE vs XPO
+9,736.1%
-6,664.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | +4.6% | -10.4% | +14.9% | +6.0% |
| 3M | +6.9% | -15.7% | +22.6% | +9.2% |
| 6M | +15.8% | -6.3% | +22.1% | +16.0% |
| YTD | +35.2% | +34.2% | +1.0% | +28.5% |
| 1Y | +37.6% | +39.9% | -2.4% | +29.5% |
| 3Y | +72.0% | +155.2% | -83.2% | +46.1% |
| 5Y | +139.0% | +264.7% | -125.7% | +88.7% |
| 10Y | +258.7% | +1,500.1% | -1,241.3% | +145.2% |
| All | +3,071.2% | +9,736.1% | -6,664.9% | +1,912.0% |
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