+25.8%
ON vs XPO
+313.2%
-287.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +17.0% | +6.9% | +10.2% | +13.4% |
| 30D | -3.9% | +4.1% | -8.0% | -5.5% |
| 3M | -11.5% | -9.7% | -1.8% | -6.8% |
| 6M | -29.2% | -3.8% | -25.4% | -27.8% |
| YTD | +36.2% | +38.8% | -2.6% | +15.6% |
| 1Y | +49.6% | +34.2% | +15.4% | +28.5% |
| 3Y | +9.4% | +126.9% | -117.5% | -31.2% |
| 5Y | +25.8% | +297.5% | -271.7% | -49.8% |
| All | +25.8% | +313.2% | -287.4% | -49.8% |
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