+342.5%
RCL vs XPO
+1,410.5%
-1,067.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.3% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | -15.7% | -8.1% | -7.6% | -12.4% |
| 3M | -8.0% | -19.0% | +11.1% | +1.1% |
| 6M | -10.1% | -5.2% | -5.0% | -9.1% |
| YTD | -5.9% | +35.6% | -41.5% | -21.2% |
| 1Y | -23.5% | +41.1% | -64.6% | -38.1% |
| 3Y | +174.4% | +157.9% | +16.5% | +48.5% |
| 5Y | +227.1% | +265.6% | -38.5% | +34.7% |
| 10Y | +342.5% | +1,516.8% | -1,174.3% | +12.8% |
| All | +342.5% | +1,410.5% | -1,067.9% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling