+194.7%
RBA vs XPO
+1,410.5%
-1,215.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -13.0% | -8.1% | -4.9% | -11.7% |
| 3M | -23.1% | -19.0% | -4.1% | -20.3% |
| 6M | -22.6% | -5.2% | -17.4% | -22.3% |
| YTD | -20.4% | +35.6% | -56.0% | -25.5% |
| 1Y | -29.6% | +41.1% | -70.7% | -34.8% |
| 3Y | +26.6% | +157.9% | -131.4% | +0.8% |
| 5Y | +38.2% | +265.6% | -227.5% | -1.5% |
| 10Y | +194.7% | +1,516.8% | -1,322.1% | +44.3% |
| All | +194.7% | +1,410.5% | -1,215.7% | +44.3% |
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