+9.5%
OMC vs XPO
+153.8%
-144.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.0% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | -7.5% | -8.1% | +0.6% | -6.3% |
| 3M | +4.6% | -19.0% | +23.7% | +7.9% |
| 6M | -4.8% | -5.2% | +0.3% | -4.5% |
| YTD | -1.0% | +35.6% | -36.6% | -6.9% |
| 1Y | +3.8% | +41.1% | -37.3% | -3.4% |
| All | +9.5% | +153.8% | -144.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling