+2,032.6%
RBA vs XPO
+10,043.1%
-8,010.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.8% |
| 7D | +2.5% | -1.9% | +4.4% | +2.7% |
| 30D | +11.6% | +2.5% | +9.1% | +11.3% |
| 3M | +1.5% | -7.2% | +8.7% | +2.1% |
| 6M | -6.6% | -8.1% | +1.4% | -6.1% |
| YTD | -6.3% | +38.3% | -44.6% | -9.6% |
| 1Y | -4.0% | +33.6% | -37.5% | -7.1% |
| 3Y | +47.3% | +133.1% | -85.8% | +33.1% |
| 5Y | +47.7% | +308.9% | -261.3% | +24.4% |
| 10Y | +224.7% | +1,371.8% | -1,147.0% | +143.9% |
| All | +2,032.6% | +10,043.1% | -8,010.5% | +1,322.6% |
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