+1,650.1%
ON vs XPO
+10,316.6%
-8,666.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.1% |
| 7D | +2.4% | +2.4% | 0.0% | +1.8% |
| 30D | -3.3% | -3.5% | +0.2% | -2.4% |
| 3M | -43.6% | -11.9% | -31.6% | -41.8% |
| 6M | +19.0% | -10.0% | +28.9% | +22.2% |
| YTD | +37.4% | +42.1% | -4.7% | +25.9% |
| 1Y | +54.8% | +47.6% | +7.2% | +40.0% |
| 3Y | -25.2% | +153.6% | -178.7% | -41.7% |
| 5Y | +62.7% | +266.5% | -203.8% | +14.5% |
| 10Y | +574.3% | +1,460.4% | -886.1% | +269.7% |
| All | +1,650.1% | +10,316.6% | -8,666.5% | +653.6% |
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