+263.7%
QCOM vs XPO
+1,450.2%
-1,186.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.7% |
| 7D | +5.1% | +2.7% | +2.4% | +4.1% |
| 30D | +4.3% | -6.2% | +10.5% | +6.4% |
| 3M | -19.6% | -15.4% | -4.2% | -15.3% |
| 6M | +29.5% | +0.7% | +28.7% | +28.0% |
| YTD | +3.4% | +39.8% | -36.5% | -9.7% |
| 1Y | +10.9% | +43.3% | -32.4% | -4.8% |
| 3Y | +74.8% | +166.0% | -91.3% | +14.8% |
| 5Y | +36.2% | +274.2% | -238.0% | -25.4% |
| 10Y | +263.7% | +1,429.0% | -1,165.3% | +29.5% |
| All | +263.7% | +1,450.2% | -1,186.4% | +29.5% |
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