+2,041.1%
RBA vs XPO
+10,052.8%
-8,011.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.2% | -1.5% | +4.7% | +3.3% |
| 30D | +12.0% | +2.6% | +9.4% | +11.7% |
| 3M | +2.9% | -6.1% | +9.0% | +3.4% |
| 6M | -6.3% | -8.0% | +1.7% | -5.8% |
| YTD | -5.9% | +38.5% | -44.4% | -9.2% |
| 1Y | -3.9% | +35.0% | -38.9% | -7.1% |
| 3Y | +64.9% | +126.5% | -61.6% | +49.5% |
| 5Y | +48.5% | +315.4% | -266.9% | +24.9% |
| 10Y | +211.8% | +1,272.1% | -1,060.3% | +135.1% |
| All | +2,041.1% | +10,052.8% | -8,011.7% | +1,328.1% |
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