+88.3%
RF vs XPO
+155.9%
-67.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.3% |
| 7D | +1.3% | +2.4% | -1.1% | +0.6% |
| 30D | -3.6% | -3.5% | -0.1% | -2.8% |
| 3M | +8.1% | -11.9% | +20.0% | +11.4% |
| 6M | +11.5% | -10.0% | +21.4% | +13.6% |
| YTD | +15.6% | +42.1% | -26.5% | +3.4% |
| 1Y | +15.7% | +47.6% | -31.9% | +1.7% |
| All | +88.3% | +155.9% | -67.6% | +46.1% |
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