+55.0%
XOP vs XPO
+1,516.3%
-1,461.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | -5.7% | +8.3% | +4.4% |
| 30D | +9.6% | -12.8% | +22.4% | +14.1% |
| 3M | +20.4% | -20.0% | +40.3% | +28.3% |
| 6M | +19.9% | -6.0% | +25.9% | +19.9% |
| YTD | +56.4% | +34.0% | +22.4% | +37.9% |
| 1Y | +52.4% | +35.6% | +16.9% | +32.6% |
| 3Y | +39.9% | +152.3% | -112.4% | -8.0% |
| 5Y | +163.7% | +264.4% | -100.6% | +40.9% |
| All | +55.0% | +1,516.3% | -1,461.3% | -52.3% |
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