-27.5%
RBA vs XPO
+53.4%
-80.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.5% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | -12.3% | -3.5% | -8.8% | -11.9% |
| 3M | -20.5% | -11.9% | -8.6% | -18.9% |
| 6M | -18.5% | -10.0% | -8.6% | -17.9% |
| YTD | -18.2% | +42.1% | -60.3% | -23.9% |
| 1Y | -27.5% | +47.6% | -75.1% | -32.8% |
| All | -27.5% | +53.4% | -80.9% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling