-70.1%
RIG vs XPO
+10,152.6%
-10,222.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.3% |
| 30D | +9.5% | -6.2% | +15.7% | +10.7% |
| 3M | -6.6% | -15.4% | +8.8% | -3.8% |
| 6M | -2.9% | +0.7% | -3.6% | -3.8% |
| YTD | +39.5% | +39.8% | -0.4% | +29.1% |
| 1Y | +82.3% | +43.3% | +39.0% | +66.8% |
| 3Y | -29.6% | +166.0% | -195.6% | -43.9% |
| 5Y | +63.2% | +274.2% | -211.0% | +18.7% |
| 10Y | -45.0% | +1,429.0% | -1,474.0% | -66.8% |
| All | -70.1% | +10,152.6% | -10,222.6% | -84.3% |
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