-52.9%
REPL vs XPO
+271.9%
-324.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.7% | +2.7% | -8.4% | -6.2% |
| 30D | +22.5% | -6.2% | +28.7% | +23.7% |
| 3M | +64.7% | -15.4% | +80.1% | +69.1% |
| 6M | +83.0% | +0.7% | +82.3% | +80.6% |
| YTD | +52.0% | +39.8% | +12.1% | +38.4% |
| 1Y | +144.5% | +43.3% | +101.2% | +120.0% |
| 3Y | -25.1% | +166.0% | -191.1% | -47.8% |
| 5Y | -52.9% | +274.2% | -327.0% | -73.0% |
| All | -52.9% | +271.9% | -324.8% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling