+46.4%
RF vs XPO
+306.2%
-259.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | +1.9% | +9.0% | -7.0% | -0.6% |
| 30D | +7.3% | +4.2% | +3.2% | +5.9% |
| 3M | -7.9% | -8.7% | +0.7% | -5.8% |
| 6M | +10.5% | -2.8% | +13.3% | +10.4% |
| YTD | +9.6% | +41.9% | -32.2% | -3.1% |
| 1Y | +20.3% | +42.3% | -22.0% | +6.1% |
| 3Y | +119.5% | +127.3% | -7.7% | +61.1% |
| All | +46.4% | +306.2% | -259.8% | -14.2% |
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