+86.6%
XOP vs XPO
+13,218.5%
-13,131.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +10.8% | -8.1% | +18.9% | +12.9% |
| 3M | +19.5% | -19.0% | +38.5% | +25.0% |
| 6M | +21.6% | -5.2% | +26.8% | +21.5% |
| YTD | +55.8% | +35.6% | +20.3% | +41.5% |
| 1Y | +54.6% | +41.1% | +13.5% | +38.1% |
| 3Y | +36.6% | +157.9% | -121.3% | +0.9% |
| 5Y | +160.6% | +265.6% | -105.0% | +68.1% |
| 10Y | +56.2% | +1,516.8% | -1,460.6% | -29.2% |
| All | +86.6% | +13,218.5% | -13,131.8% | -43.4% |
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