+119.4%
RF vs XPO
+10,316.6%
-10,197.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.9% |
| 7D | +1.3% | +2.4% | -1.1% | +0.8% |
| 30D | -3.6% | -3.5% | -0.1% | -3.0% |
| 3M | +8.1% | -11.9% | +20.0% | +10.5% |
| 6M | +11.5% | -10.0% | +21.4% | +13.1% |
| YTD | +15.6% | +42.1% | -26.5% | +7.0% |
| 1Y | +15.7% | +47.6% | -31.9% | +5.9% |
| 3Y | +86.9% | +153.6% | -66.7% | +50.8% |
| 5Y | +89.8% | +266.5% | -176.7% | +38.9% |
| 10Y | +344.7% | +1,460.4% | -1,115.8% | +159.1% |
| All | +119.4% | +10,316.6% | -10,197.2% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling