+41.7%
RBA vs XPO
+271.9%
-230.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -1.1% | +2.7% | -3.7% | -1.5% |
| 30D | -13.2% | -6.2% | -7.0% | -12.4% |
| 3M | -21.4% | -15.4% | -6.0% | -19.4% |
| 6M | -20.9% | +0.7% | -21.6% | -21.4% |
| YTD | -19.9% | +39.8% | -59.7% | -24.7% |
| 1Y | -28.7% | +43.3% | -72.0% | -33.5% |
| 3Y | +27.4% | +166.0% | -138.6% | +3.9% |
| 5Y | +41.7% | +274.2% | -232.4% | +1.0% |
| All | +41.7% | +271.9% | -230.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling