+527.6%
OXY vs XPO
+9,839.2%
-9,311.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.5% |
| 7D | +0.6% | -0.9% | +1.6% | +0.7% |
| 30D | +4.5% | -8.1% | +12.6% | +5.7% |
| 3M | +8.9% | -19.0% | +27.9% | +12.0% |
| 6M | +12.5% | -5.2% | +17.6% | +12.4% |
| YTD | +50.5% | +35.6% | +14.9% | +41.7% |
| 1Y | +38.6% | +41.1% | -2.5% | +29.3% |
| 3Y | -1.2% | +157.9% | -159.2% | -18.1% |
| 5Y | +161.6% | +265.6% | -104.0% | +99.8% |
| 10Y | +5.3% | +1,516.8% | -1,511.5% | -31.6% |
| All | +527.6% | +9,839.2% | -9,311.6% | +257.4% |
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 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