+91.4%
ORCL vs XPO
+265.7%
-174.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.2% |
| 7D | +5.3% | +2.4% | +2.8% | +4.8% |
| 30D | +10.0% | -3.5% | +13.5% | +10.7% |
| 3M | -32.6% | -11.9% | -20.7% | -31.2% |
| 6M | +4.9% | -10.0% | +14.9% | +6.1% |
| YTD | -17.8% | +42.1% | -59.8% | -24.8% |
| 1Y | -28.0% | +47.6% | -75.6% | -35.1% |
| 3Y | +36.0% | +153.6% | -117.6% | +5.7% |
| All | +91.4% | +265.7% | -174.3% | +25.7% |
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