+77.6%
XOP vs XPO
+13,837.2%
-13,759.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | +6.3% | +9.0% | -2.6% | +4.1% |
| 30D | -6.6% | +4.2% | -10.8% | -7.7% |
| 3M | +3.6% | -8.7% | +12.2% | +5.4% |
| 6M | +10.8% | -2.8% | +13.5% | +10.5% |
| YTD | +48.3% | +41.9% | +6.4% | +32.9% |
| 1Y | +42.9% | +42.3% | +0.6% | +27.8% |
| 3Y | +43.3% | +127.3% | -84.0% | +9.6% |
| 5Y | +94.0% | +306.4% | -212.4% | +21.9% |
| 10Y | +53.7% | +1,290.9% | -1,237.2% | -28.7% |
| All | +77.6% | +13,837.2% | -13,759.7% | -46.8% |
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