+148.3%
REPL vs XPO
+39.4%
+108.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.2% |
| 7D | -9.6% | -0.9% | -8.6% | -9.6% |
| 30D | +5.7% | -8.1% | +13.8% | +5.5% |
| 3M | +56.4% | -19.0% | +75.4% | +55.3% |
| 6M | +67.4% | -5.2% | +72.6% | +65.6% |
| YTD | +48.7% | +35.6% | +13.1% | +33.1% |
| 1Y | +148.3% | +41.1% | +107.2% | +113.9% |
| All | +148.3% | +39.4% | +108.8% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling