+281.6%
RCL vs XPO
+296.5%
-14.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +0.3% |
| 7D | +5.0% | -1.9% | +6.9% | +5.7% |
| 30D | +19.4% | +2.5% | +16.9% | +17.9% |
| 3M | +5.9% | -7.2% | +13.1% | +8.8% |
| 6M | +23.8% | -8.1% | +31.9% | +26.8% |
| YTD | +22.8% | +38.3% | -15.5% | +3.5% |
| 1Y | +34.3% | +33.6% | +0.7% | +14.6% |
| 3Y | +276.4% | +133.1% | +143.3% | +126.5% |
| 5Y | +281.6% | +308.9% | -27.3% | +44.4% |
| All | +281.6% | +296.5% | -14.9% | +44.4% |
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