-4.7%
REPL vs XPO
+427.2%
-431.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.4% |
| 7D | -9.6% | -0.9% | -8.6% | -9.4% |
| 30D | +5.7% | -8.1% | +13.8% | +7.9% |
| 3M | +56.4% | -19.0% | +75.4% | +64.5% |
| 6M | +67.4% | -5.2% | +72.6% | +67.0% |
| YTD | +48.7% | +35.6% | +13.1% | +32.1% |
| 1Y | +148.3% | +41.1% | +107.2% | +116.1% |
| 3Y | -26.7% | +157.9% | -184.6% | -52.7% |
| 5Y | -54.1% | +265.6% | -319.8% | -75.5% |
| All | -4.7% | +427.2% | -431.8% | -55.9% |
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 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