+60.2%
ROKU vs XPO
+53.4%
+6.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.8% |
| 30D | +5.9% | -3.5% | +9.4% | +6.5% |
| 3M | +23.9% | -11.9% | +35.8% | +26.7% |
| 6M | +59.6% | -10.0% | +69.5% | +60.6% |
| YTD | +43.4% | +42.1% | +1.3% | +31.5% |
| 1Y | +60.2% | +47.6% | +12.6% | +46.1% |
| All | +60.2% | +53.4% | +6.7% | +46.1% |
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