+216.4%
RMBS vs XPO
+10,152.6%
-9,936.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.0% |
| 7D | +3.0% | +2.7% | +0.3% | +2.5% |
| 30D | -14.4% | -6.2% | -8.2% | -13.4% |
| 3M | -42.8% | -15.4% | -27.4% | -41.0% |
| 6M | -1.4% | +0.7% | -2.1% | -1.2% |
| YTD | -5.4% | +39.8% | -45.3% | -10.6% |
| 1Y | +18.6% | +43.3% | -24.7% | +11.4% |
| 3Y | +57.3% | +166.0% | -108.8% | +33.1% |
| 5Y | +265.7% | +274.2% | -8.5% | +188.0% |
| 10Y | +546.0% | +1,429.0% | -883.0% | +325.5% |
| All | +216.4% | +10,152.6% | -9,936.2% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling