+216.2%
RL vs XPO
+165.6%
+50.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | +0.7% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -7.8% | -3.5% | -4.2% | -7.0% |
| 3M | -4.0% | -11.9% | +7.9% | -0.7% |
| 6M | -1.9% | -10.0% | +8.1% | +0.3% |
| YTD | -0.2% | +42.1% | -42.2% | -11.9% |
| 1Y | +10.7% | +47.6% | -36.9% | -4.1% |
| All | +216.2% | +165.6% | +50.6% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling