-9.7%
RKT vs XPO
+262.4%
-272.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.6% |
| 7D | -1.0% | -0.9% | 0.0% | -0.7% |
| 30D | -2.4% | -8.1% | +5.7% | +0.5% |
| 3M | +1.9% | -19.0% | +20.9% | +9.6% |
| 6M | -13.9% | -5.2% | -8.7% | -12.5% |
| YTD | -30.6% | +35.6% | -66.2% | -38.3% |
| 1Y | -34.4% | +41.1% | -75.5% | -42.9% |
| 3Y | +38.2% | +157.9% | -119.7% | -11.7% |
| 5Y | -9.7% | +265.6% | -275.3% | -55.9% |
| All | -9.7% | +262.4% | -272.1% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling