+87.6%
PL vs XPO
+47.6%
+40.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.7% | -2.4% |
| 7D | -9.3% | +2.4% | -11.7% | -9.9% |
| 30D | -18.9% | -3.5% | -15.4% | -18.1% |
| 3M | -58.4% | -11.9% | -46.4% | -57.2% |
| 6M | -30.3% | -10.0% | -20.3% | -28.8% |
| YTD | -8.1% | +42.1% | -50.2% | -8.7% |
| All | +87.6% | +47.6% | +40.0% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling