+51.7%
XOP vs XPO
+1,266.4%
-1,214.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | +6.3% | +9.0% | -2.6% | +3.5% |
| 30D | -6.6% | +4.2% | -10.8% | -8.0% |
| 3M | +3.6% | -8.7% | +12.2% | +5.9% |
| 6M | +10.8% | -2.8% | +13.5% | +10.3% |
| YTD | +48.3% | +41.9% | +6.4% | +28.1% |
| 1Y | +42.9% | +42.3% | +0.6% | +23.0% |
| 3Y | +43.3% | +127.3% | -84.0% | -1.3% |
| 5Y | +94.0% | +306.4% | -212.4% | -0.1% |
| All | +51.7% | +1,266.4% | -1,214.7% | -47.3% |
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