+109.5%
REPL vs XPO
+132.3%
-22.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.7% | -1.5% | +14.3% | +12.8% |
| 30D | +73.5% | +2.6% | +70.9% | +73.2% |
| 3M | +70.3% | -6.1% | +76.4% | +70.7% |
| 6M | +472.0% | -8.0% | +480.0% | +474.0% |
| YTD | +139.5% | +38.5% | +101.0% | +128.5% |
| 1Y | +167.3% | +35.0% | +132.3% | +155.2% |
| 3Y | +109.5% | +126.5% | -16.9% | +63.7% |
| All | +109.5% | +132.3% | -22.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling