+2.0%
RDW vs XPO
+338.6%
-336.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.9% | -5.7% | +6.5% | +3.4% |
| 30D | -21.3% | -12.8% | -8.5% | -16.5% |
| 3M | -37.9% | -20.0% | -17.9% | -31.9% |
| 6M | +12.3% | -6.0% | +18.3% | +15.1% |
| YTD | +39.7% | +34.0% | +5.7% | +23.5% |
| 1Y | +25.7% | +35.6% | -9.9% | +10.2% |
| 3Y | +230.8% | +152.3% | +78.5% | +109.5% |
| 5Y | -8.8% | +264.4% | -273.1% | -57.3% |
| All | +2.0% | +338.6% | -336.5% | -53.3% |
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