+346.0%
RL vs XPO
+1,289.5%
-943.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | +5.6% | +4.7% | +0.9% | +3.9% |
| 3M | -0.6% | -7.1% | +6.4% | +1.6% |
| 6M | +15.5% | -6.3% | +21.7% | +16.8% |
| YTD | +12.3% | +39.1% | -26.7% | -2.2% |
| 1Y | +19.3% | +36.7% | -17.4% | +4.4% |
| 3Y | +255.5% | +127.4% | +128.1% | +145.9% |
| 5Y | +247.1% | +315.0% | -67.9% | +80.7% |
| 10Y | +346.0% | +1,263.5% | -917.4% | +59.8% |
| All | +346.0% | +1,289.5% | -943.4% | +59.8% |
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