+319.7%
RL vs XPO
+1,266.4%
-946.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | +2.6% | +9.0% | -6.4% | -0.4% |
| 30D | +2.9% | +4.2% | -1.2% | +1.5% |
| 3M | 0.0% | -8.7% | +8.7% | +2.9% |
| 6M | +17.1% | -2.8% | +19.9% | +17.0% |
| YTD | +10.1% | +41.9% | -31.7% | -4.8% |
| 1Y | +17.3% | +42.3% | -25.0% | +1.2% |
| 3Y | +249.3% | +127.3% | +122.1% | +141.8% |
| 5Y | +240.9% | +306.4% | -65.5% | +79.0% |
| All | +319.7% | +1,266.4% | -946.7% | +53.9% |
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 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