+221.9%
RL vs XPO
+275.5%
-53.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.5% |
| 7D | -4.2% | -6.7% | +2.5% | -1.8% |
| 30D | +4.3% | -1.9% | +6.2% | +4.9% |
| 3M | -4.6% | -9.9% | +5.3% | -1.4% |
| 6M | +1.7% | -16.4% | +18.1% | +7.2% |
| YTD | +7.3% | +30.2% | -22.8% | -4.8% |
| 1Y | +20.8% | +29.9% | -9.1% | +7.1% |
| 3Y | +247.0% | +122.6% | +124.3% | +136.3% |
| All | +221.9% | +275.5% | -53.7% | +60.4% |
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 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