+134.2%
RBRK vs XPO
+57.3%
+76.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -7.5% | -5.7% | -1.8% | -5.9% |
| 30D | -10.4% | -12.8% | +2.4% | -6.8% |
| 3M | +21.3% | -20.0% | +41.2% | +28.9% |
| 6M | +50.6% | -6.0% | +56.7% | +51.5% |
| YTD | +13.3% | +34.0% | -20.7% | -0.2% |
| 1Y | +11.2% | +35.6% | -24.3% | -2.9% |
| All | +134.2% | +57.3% | +76.9% | +85.8% |
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 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