-28.9%
RIG vs XPO
+151.2%
-180.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -4.2% | -1.3% | -2.8% | -3.9% |
| 30D | -0.7% | -10.4% | +9.7% | +2.3% |
| 3M | -4.0% | -15.7% | +11.7% | +0.5% |
| 6M | -6.3% | -6.3% | 0.0% | -6.0% |
| YTD | +39.7% | +34.2% | +5.5% | +24.7% |
| 1Y | +78.1% | +39.9% | +38.1% | +54.8% |
| All | -28.9% | +151.2% | -180.1% | -47.7% |
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