+363.4%
ORCL vs XPO
+1,450.2%
-1,086.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.7% |
| 7D | +15.0% | +2.7% | +12.3% | +14.4% |
| 30D | +10.5% | -6.2% | +16.7% | +11.9% |
| 3M | -23.0% | -15.4% | -7.6% | -20.8% |
| 6M | +7.0% | +0.7% | +6.2% | +6.0% |
| YTD | -15.8% | +39.8% | -55.7% | -22.6% |
| 1Y | -31.1% | +43.3% | -74.4% | -37.4% |
| 3Y | +33.3% | +166.0% | -132.8% | +3.6% |
| 5Y | +94.3% | +274.2% | -179.8% | +34.1% |
| 10Y | +363.4% | +1,429.0% | -1,065.7% | +135.0% |
| All | +363.4% | +1,450.2% | -1,086.8% | +135.0% |
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