+361.0%
ORLY vs XPO
+1,516.3%
-1,155.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -5.7% | +3.3% | -1.5% |
| 30D | -6.8% | -12.8% | +6.0% | -4.8% |
| 3M | -4.8% | -20.0% | +15.2% | -1.6% |
| 6M | -9.1% | -6.0% | -3.0% | -8.7% |
| YTD | -5.9% | +34.0% | -40.0% | -11.3% |
| 1Y | -20.4% | +35.6% | -56.0% | -25.4% |
| 3Y | +36.6% | +152.3% | -115.7% | +10.3% |
| 5Y | +117.3% | +264.4% | -147.0% | +57.0% |
| All | +361.0% | +1,516.3% | -1,155.3% | +168.9% |
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 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