+304.8%
RL vs XPO
+1,410.5%
-1,105.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.3% |
| 7D | -0.3% | -0.9% | +0.7% | +0.1% |
| 30D | -17.5% | -8.1% | -9.4% | -15.2% |
| 3M | -14.0% | -19.0% | +5.0% | -8.0% |
| 6M | -2.0% | -5.2% | +3.2% | -1.1% |
| YTD | -4.6% | +35.6% | -40.2% | -16.0% |
| 1Y | +9.5% | +41.1% | -31.6% | -5.8% |
| 3Y | +200.5% | +157.9% | +42.6% | +97.6% |
| 5Y | +226.3% | +265.6% | -39.4% | +77.4% |
| 10Y | +304.8% | +1,516.8% | -1,212.0% | +41.5% |
| All | +304.8% | +1,410.5% | -1,105.7% | +41.5% |
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