+59.7%
XOM vs XPO
+151.2%
-91.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +4.1% | -10.4% | +14.4% | +4.7% |
| 3M | +10.4% | -15.7% | +26.1% | +11.5% |
| 6M | +13.0% | -6.3% | +19.4% | +13.0% |
| YTD | +40.1% | +34.2% | +5.9% | +35.1% |
| 1Y | +51.1% | +39.9% | +11.2% | +44.8% |
| All | +59.7% | +151.2% | -91.5% | +44.2% |
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