+251.6%
ORCL vs XPO
+1,421.2%
-1,169.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +2.0% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -15.3% | +2.5% | -17.8% | -15.8% |
| 3M | -18.2% | -7.2% | -11.0% | -17.2% |
| 6M | -38.4% | -8.1% | -30.4% | -37.8% |
| YTD | -37.7% | +38.3% | -76.1% | -42.7% |
| 1Y | -49.3% | +33.6% | -82.8% | -53.1% |
| 3Y | +10.6% | +133.1% | -122.5% | -11.5% |
| 5Y | +35.5% | +308.9% | -273.4% | -8.0% |
| 10Y | +251.6% | +1,371.8% | -1,120.2% | +89.5% |
| All | +251.6% | +1,421.2% | -1,169.6% | +89.5% |
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