+223.7%
UPS vs XPO
+10,316.6%
-10,092.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.7% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -3.5% | -3.5% | 0.0% | -3.2% |
| 3M | -5.7% | -11.9% | +6.2% | -4.4% |
| 6M | -4.4% | -10.0% | +5.6% | -3.3% |
| YTD | +8.0% | +42.1% | -34.1% | +3.8% |
| 1Y | +29.0% | +47.6% | -18.6% | +23.1% |
| 3Y | -27.7% | +153.6% | -181.3% | -35.6% |
| 5Y | -34.3% | +266.5% | -300.9% | -44.7% |
| 10Y | +37.8% | +1,460.4% | -1,422.7% | +3.9% |
| All | +223.7% | +10,316.6% | -10,092.9% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling