+559.3%
ROKU vs XPO
+715.8%
-156.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -5.7% | +5.2% | +1.6% |
| 30D | +2.1% | -12.8% | +14.9% | +6.9% |
| 3M | +29.5% | -20.0% | +49.5% | +39.2% |
| 6M | +53.8% | -6.0% | +59.8% | +55.3% |
| YTD | +42.8% | +34.0% | +8.8% | +25.2% |
| 1Y | +60.7% | +35.6% | +25.2% | +39.0% |
| 3Y | +83.9% | +152.3% | -68.4% | +23.5% |
| 5Y | -52.8% | +264.4% | -317.2% | -73.8% |
| All | +559.3% | +715.8% | -156.5% | +331.4% |
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