-22.1%
RMD vs XPO
+262.4%
-284.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | +0.2% | -8.1% | +8.3% | +1.6% |
| 3M | +12.0% | -19.0% | +31.0% | +15.9% |
| 6M | -12.5% | -5.2% | -7.3% | -12.4% |
| YTD | -7.9% | +35.6% | -43.5% | -13.8% |
| 1Y | -20.4% | +41.1% | -61.5% | -26.4% |
| 3Y | +53.1% | +157.9% | -104.8% | +19.7% |
| 5Y | -22.1% | +265.6% | -287.8% | -49.7% |
| All | -22.1% | +262.4% | -284.6% | -49.7% |
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 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