+50.3%
RMD vs XPO
+161.8%
-111.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -4.5% | +2.7% | -7.1% | -4.8% |
| 30D | +4.6% | -6.2% | +10.8% | +5.4% |
| 3M | +14.8% | -15.4% | +30.2% | +17.1% |
| 6M | -12.1% | +0.7% | -12.8% | -12.7% |
| YTD | -7.5% | +39.8% | -47.3% | -12.2% |
| 1Y | -20.1% | +43.3% | -63.4% | -24.6% |
| All | +50.3% | +161.8% | -111.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling