+192.9%
XOM vs XPO
+1,516.3%
-1,323.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -5.7% | +9.7% | +5.1% |
| 30D | +4.6% | -12.8% | +17.4% | +7.0% |
| 3M | +14.0% | -20.0% | +33.9% | +18.1% |
| 6M | +11.0% | -6.0% | +17.0% | +11.0% |
| YTD | +40.7% | +34.0% | +6.7% | +30.9% |
| 1Y | +52.3% | +35.6% | +16.8% | +40.6% |
| 3Y | +60.5% | +152.3% | -91.8% | +24.7% |
| 5Y | +266.4% | +264.4% | +2.1% | +149.2% |
| All | +192.9% | +1,516.3% | -1,323.4% | +37.3% |
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