+251.9%
QCOM vs XPO
+1,236.5%
-984.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +13.0% | +6.9% | +6.1% | +10.5% |
| 30D | +0.2% | +4.1% | -3.9% | -1.3% |
| 3M | +9.2% | -9.7% | +19.0% | +12.6% |
| 6M | -15.0% | -3.8% | -11.2% | -14.8% |
| YTD | +5.2% | +38.8% | -33.6% | -8.3% |
| 1Y | +2.4% | +34.2% | -31.9% | -10.0% |
| 3Y | +52.0% | +126.9% | -75.0% | +5.5% |
| 5Y | +19.7% | +297.5% | -277.8% | -36.1% |
| All | +251.9% | +1,236.5% | -984.6% | +25.5% |
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 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