+1,539.1%
ORCL vs XPO
+10,316.6%
-8,777.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.6% |
| 7D | +5.3% | +2.4% | +2.8% | +5.0% |
| 30D | +10.0% | -3.5% | +13.5% | +10.4% |
| 3M | -32.6% | -11.9% | -20.7% | -31.8% |
| 6M | +4.9% | -10.0% | +14.9% | +5.7% |
| YTD | -17.8% | +42.1% | -59.8% | -21.4% |
| 1Y | -28.0% | +47.6% | -75.6% | -31.7% |
| 3Y | +36.0% | +153.6% | -117.6% | +20.5% |
| 5Y | +88.7% | +266.5% | -177.8% | +57.8% |
| 10Y | +346.9% | +1,460.4% | -1,113.5% | +224.1% |
| All | +1,539.1% | +10,316.6% | -8,777.4% | +929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling