+1,760.3%
RBA vs XPO
+10,316.6%
-8,556.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.1% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -12.3% | -3.5% | -8.8% | -12.0% |
| 3M | -20.5% | -11.9% | -8.6% | -19.7% |
| 6M | -18.5% | -10.0% | -8.6% | -18.0% |
| YTD | -18.2% | +42.1% | -60.3% | -21.3% |
| 1Y | -27.5% | +47.6% | -75.1% | -30.6% |
| 3Y | +38.1% | +153.6% | -115.5% | +23.7% |
| 5Y | +44.8% | +266.5% | -221.7% | +23.0% |
| 10Y | +187.1% | +1,460.4% | -1,273.3% | +114.7% |
| All | +1,760.3% | +10,316.6% | -8,556.3% | +1,138.5% |
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