-23.3%
REPL vs XPO
+165.6%
-188.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.9% |
| 7D | -3.0% | +2.4% | -5.4% | -3.1% |
| 30D | +27.1% | -3.5% | +30.7% | +27.3% |
| 3M | +52.4% | -11.9% | +64.3% | +53.3% |
| 6M | +107.4% | -10.0% | +117.4% | +107.9% |
| YTD | +54.7% | +42.1% | +12.7% | +47.2% |
| 1Y | +158.9% | +47.6% | +111.3% | +144.3% |
| All | -23.3% | +165.6% | -188.8% | -39.5% |
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 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