+69.0%
QCOM vs XPO
+165.6%
-96.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.2% |
| 7D | +3.3% | +2.4% | +0.9% | +2.6% |
| 30D | +7.7% | -3.5% | +11.2% | +8.7% |
| 3M | -30.1% | -11.9% | -18.1% | -27.7% |
| 6M | +22.8% | -10.0% | +32.8% | +25.5% |
| YTD | +0.2% | +42.1% | -41.9% | -11.3% |
| 1Y | +7.9% | +47.6% | -39.7% | -6.4% |
| All | +69.0% | +165.6% | -96.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling