-4.9%
RBA vs XPO
+38.7%
-43.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +1.7% | +9.0% | -7.2% | -0.1% |
| 30D | +8.3% | +4.2% | +4.2% | +7.3% |
| 3M | +10.5% | -8.7% | +19.2% | +12.4% |
| 6M | -5.9% | -2.8% | -3.1% | -6.3% |
| YTD | -6.9% | +41.9% | -48.7% | -16.3% |
| 1Y | -4.9% | +42.3% | -47.2% | -14.8% |
| All | -4.9% | +38.7% | -43.6% | -14.8% |
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