+117.9%
RF vs XPO
+128.6%
-10.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +4.6% | +4.7% | -0.1% | +3.2% |
| 3M | -8.4% | -7.1% | -1.4% | -6.9% |
| 6M | +8.9% | -6.3% | +15.1% | +9.8% |
| YTD | +8.8% | +39.1% | -30.3% | -2.8% |
| 1Y | +18.9% | +36.7% | -17.8% | +6.5% |
| All | +117.9% | +128.6% | -10.8% | +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 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