+523.3%
ON vs XPO
+1,266.4%
-743.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.9% | -4.7% |
| 7D | +12.2% | +9.0% | +3.3% | +7.6% |
| 30D | -3.1% | +4.2% | -7.3% | -4.9% |
| 3M | -12.9% | -8.7% | -4.2% | -8.7% |
| 6M | -38.6% | -2.8% | -35.8% | -37.7% |
| YTD | +31.2% | +41.9% | -10.6% | +9.3% |
| 1Y | +47.6% | +42.3% | +5.3% | +22.3% |
| 3Y | +6.6% | +127.3% | -120.6% | -34.4% |
| 5Y | +21.3% | +306.4% | -285.1% | -49.8% |
| All | +523.3% | +1,266.4% | -743.1% | +32.9% |
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