+32.5%
OMC vs XPO
+257.8%
-225.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -6.2% | -1.3% | -4.9% | -6.0% |
| 30D | -7.6% | -10.4% | +2.8% | -5.6% |
| 3M | +7.4% | -15.7% | +23.1% | +10.9% |
| 6M | +0.1% | -6.3% | +6.5% | +0.8% |
| YTD | +0.4% | +34.2% | -33.7% | -7.2% |
| 1Y | +7.8% | +39.9% | -32.2% | -1.9% |
| 3Y | +11.8% | +155.2% | -143.4% | -15.9% |
| 5Y | +32.5% | +264.7% | -232.2% | -18.2% |
| All | +32.5% | +257.8% | -225.3% | -18.2% |
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