+355.6%
RMD vs XPO
+1,266.4%
-910.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | +2.1% | +9.0% | -6.9% | +0.4% |
| 30D | +2.1% | +4.2% | -2.1% | +1.1% |
| 3M | +6.2% | -8.7% | +14.9% | +7.7% |
| 6M | +19.4% | -2.8% | +22.1% | +19.1% |
| YTD | +0.5% | +41.9% | -41.3% | -7.6% |
| 1Y | -3.9% | +42.3% | -46.3% | -11.9% |
| 3Y | +72.5% | +127.3% | -54.7% | +37.6% |
| 5Y | -1.5% | +306.4% | -307.9% | -34.3% |
| All | +355.6% | +1,266.4% | -910.8% | +126.3% |
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