+163.4%
XOP vs XPO
+257.8%
-94.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | +1.6% | -1.3% | +3.0% | +1.9% |
| 30D | +9.6% | -10.4% | +19.9% | +11.9% |
| 3M | +16.9% | -15.7% | +32.6% | +20.7% |
| 6M | +24.0% | -6.3% | +30.4% | +24.1% |
| YTD | +56.2% | +34.2% | +22.0% | +42.9% |
| 1Y | +51.8% | +39.9% | +11.8% | +36.6% |
| 3Y | +37.0% | +155.2% | -118.3% | +2.8% |
| 5Y | +163.4% | +264.7% | -101.3% | +71.3% |
| All | +163.4% | +257.8% | -94.4% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling