+304.1%
OMC vs XPO
+10,316.6%
-10,012.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.0% |
| 7D | -6.4% | +2.4% | -8.8% | -6.7% |
| 30D | +1.1% | -3.5% | +4.7% | +1.4% |
| 3M | +10.4% | -11.9% | +22.3% | +11.8% |
| 6M | -1.7% | -10.0% | +8.3% | -1.0% |
| YTD | +4.4% | +42.1% | -37.6% | -0.2% |
| 1Y | +8.4% | +47.6% | -39.2% | +3.0% |
| 3Y | +14.4% | +153.6% | -139.2% | +0.9% |
| 5Y | +33.9% | +266.5% | -232.6% | +11.3% |
| 10Y | +34.9% | +1,460.4% | -1,425.6% | -1.4% |
| All | +304.1% | +10,316.6% | -10,012.5% | +166.2% |
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 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