+1,572.0%
ON vs XPO
+10,300.9%
-8,728.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.9% | -4.2% |
| 7D | +12.2% | +9.0% | +3.3% | +9.9% |
| 30D | -3.1% | +4.2% | -7.3% | -4.0% |
| 3M | -12.9% | -8.7% | -4.2% | -10.8% |
| 6M | -38.6% | -2.8% | -35.8% | -38.0% |
| YTD | +31.2% | +41.9% | -10.6% | +20.6% |
| 1Y | +47.6% | +42.3% | +5.3% | +35.3% |
| 3Y | +6.6% | +127.3% | -120.6% | -13.7% |
| 5Y | +21.3% | +306.4% | -285.1% | -16.2% |
| 10Y | +533.3% | +1,290.9% | -757.6% | +253.4% |
| All | +1,572.0% | +10,300.9% | -8,728.9% | +621.4% |
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