-24.1%
RKT vs XPO
+627.8%
-651.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -9.0% | +9.0% | -17.9% | -11.8% |
| 30D | +30.2% | +4.2% | +26.0% | +28.2% |
| 3M | -8.8% | -8.7% | -0.2% | -6.2% |
| 6M | -0.9% | -2.8% | +1.8% | -0.7% |
| YTD | -29.2% | +41.9% | -71.0% | -37.9% |
| 1Y | -20.1% | +42.3% | -62.4% | -30.0% |
| 3Y | +81.3% | +127.3% | -45.9% | +25.0% |
| 5Y | -6.6% | +306.4% | -313.0% | -53.7% |
| All | -24.1% | +627.8% | -651.9% | -77.0% |
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