+572.1%
ON vs XPO
+1,517.7%
-945.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.1% |
| 30D | -13.5% | -10.4% | -3.1% | -8.7% |
| 3M | -36.3% | -15.7% | -20.6% | -30.9% |
| 6M | +17.8% | -6.3% | +24.1% | +21.4% |
| YTD | +29.6% | +34.2% | -4.6% | +10.9% |
| 1Y | +45.8% | +39.9% | +5.8% | +20.8% |
| 3Y | -28.3% | +155.2% | -183.6% | -59.5% |
| 5Y | +49.6% | +264.7% | -215.0% | -34.3% |
| All | +572.1% | +1,517.7% | -945.6% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling