+238.8%
RCL vs XPO
+271.9%
-33.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | -0.5% | +2.7% | -3.1% | -1.6% |
| 30D | -17.3% | -6.2% | -11.2% | -15.3% |
| 3M | -2.8% | -15.4% | +12.6% | +3.7% |
| 6M | -4.4% | +0.7% | -5.1% | -5.8% |
| YTD | -4.2% | +39.8% | -44.0% | -18.9% |
| 1Y | -23.4% | +43.3% | -66.7% | -36.6% |
| 3Y | +179.4% | +166.0% | +13.3% | +59.9% |
| 5Y | +238.8% | +274.2% | -35.4% | +30.9% |
| All | +238.8% | +271.9% | -33.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling