+53.6%
REPL vs XPO
+438.5%
-384.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.7% | -1.5% | +14.3% | +13.2% |
| 30D | +73.5% | +2.6% | +70.9% | +72.1% |
| 3M | +70.3% | -6.1% | +76.4% | +72.5% |
| 6M | +472.0% | -8.0% | +480.0% | +480.5% |
| YTD | +139.5% | +38.5% | +101.0% | +111.3% |
| 1Y | +167.3% | +35.0% | +132.3% | +136.5% |
| 3Y | +109.5% | +126.5% | -16.9% | +42.5% |
| 5Y | -29.9% | +315.4% | -345.3% | -64.0% |
| All | +53.6% | +438.5% | -384.9% | -29.5% |
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