+271.4%
RMBS vs XPO
+261.5%
+9.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +2.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -8.6% | -8.1% | -0.5% | -5.2% |
| 3M | -40.3% | -19.0% | -21.3% | -34.7% |
| 6M | -1.0% | -5.2% | +4.2% | +1.6% |
| YTD | -4.6% | +35.6% | -40.2% | -15.7% |
| 1Y | +17.6% | +41.1% | -23.5% | +1.3% |
| 3Y | +58.6% | +157.9% | -99.3% | +5.6% |
| All | +271.4% | +261.5% | +9.9% | +93.4% |
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