+30.6%
ORCL vs XPO
+275.5%
-245.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -11.2% | -6.7% | -4.5% | -9.9% |
| 30D | -18.8% | -1.9% | -16.9% | -18.7% |
| 3M | -18.8% | -9.9% | -8.9% | -17.3% |
| 6M | -39.7% | -16.4% | -23.4% | -38.0% |
| YTD | -39.6% | +30.2% | -69.8% | -44.0% |
| 1Y | -51.7% | +29.9% | -81.6% | -55.3% |
| 3Y | +10.2% | +122.6% | -112.4% | -12.3% |
| All | +30.6% | +275.5% | -245.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling