+787.8%
XOM vs XPO
+10,152.6%
-9,364.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -2.4% | +2.7% | -5.0% | -2.6% |
| 30D | +5.7% | -6.2% | +11.8% | +6.2% |
| 3M | +6.6% | -15.4% | +22.0% | +7.9% |
| 6M | +7.7% | +0.7% | +6.9% | +7.1% |
| YTD | +36.2% | +39.8% | -3.7% | +31.2% |
| 1Y | +50.5% | +43.3% | +7.2% | +44.2% |
| 3Y | +53.4% | +166.0% | -112.7% | +36.7% |
| 5Y | +254.2% | +274.2% | -20.0% | +199.6% |
| 10Y | +177.9% | +1,429.0% | -1,251.1% | +110.1% |
| All | +787.8% | +10,152.6% | -9,364.8% | +519.8% |
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