-42.2%
RIG vs XPO
+1,516.3%
-1,558.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.1% | -5.7% | +2.6% | -0.7% |
| 30D | -0.5% | -12.8% | +12.3% | +5.1% |
| 3M | -6.0% | -20.0% | +14.0% | +2.7% |
| 6M | -10.1% | -6.0% | -4.1% | -9.8% |
| YTD | +37.3% | +34.0% | +3.2% | +17.2% |
| 1Y | +73.9% | +35.6% | +38.4% | +45.3% |
| 3Y | -30.2% | +152.3% | -182.5% | -59.0% |
| 5Y | +62.5% | +264.4% | -201.9% | -26.7% |
| All | -42.2% | +1,516.3% | -1,558.5% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling