+273.7%
RMD vs XPO
+1,517.7%
-1,244.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -2.1% | -10.4% | +8.3% | -0.1% |
| 3M | +13.8% | -15.7% | +29.4% | +17.2% |
| 6M | -10.6% | -6.3% | -4.3% | -10.2% |
| YTD | -8.1% | +34.2% | -42.3% | -14.4% |
| 1Y | -18.0% | +39.9% | -57.9% | -24.6% |
| 3Y | +52.9% | +155.2% | -102.4% | +18.7% |
| 5Y | -22.3% | +264.7% | -286.9% | -46.8% |
| All | +273.7% | +1,517.7% | -1,244.0% | +80.0% |
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