-31.1%
ORCL vs XPO
+45.2%
-76.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.4% |
| 7D | +15.0% | +2.7% | +12.3% | +14.9% |
| 30D | +10.5% | -6.2% | +16.7% | +10.6% |
| 3M | -23.0% | -15.4% | -7.6% | -22.9% |
| 6M | +7.0% | +0.7% | +6.2% | +6.5% |
| YTD | -15.8% | +39.8% | -55.7% | -13.9% |
| 1Y | -31.1% | +43.3% | -74.4% | -26.4% |
| All | -31.1% | +45.2% | -76.3% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling