+270.3%
ORCL vs XPO
+1,266.4%
-996.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | +8.0% | +9.0% | -1.0% | +6.2% |
| 30D | -4.0% | +4.2% | -8.1% | -4.9% |
| 3M | -19.5% | -8.7% | -10.8% | -18.2% |
| 6M | -33.5% | -2.8% | -30.7% | -33.5% |
| YTD | -34.8% | +41.9% | -76.7% | -40.3% |
| 1Y | -41.6% | +42.3% | -83.9% | -46.7% |
| 3Y | +13.8% | +127.3% | -113.5% | -8.6% |
| 5Y | +43.4% | +306.4% | -263.0% | -2.7% |
| All | +270.3% | +1,266.4% | -996.1% | +97.8% |
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 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