+2,428.8%
RMD vs XPO
+10,073.3%
-7,644.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.1% | +6.9% | -6.8% | -0.5% |
| 30D | +1.9% | +4.1% | -2.2% | +1.4% |
| 3M | +6.3% | -9.7% | +16.0% | +7.1% |
| 6M | +18.2% | -3.8% | +22.0% | +18.2% |
| YTD | +0.3% | +38.8% | -38.5% | -3.3% |
| 1Y | -4.3% | +34.2% | -38.5% | -7.5% |
| 3Y | +71.3% | +126.9% | -55.6% | +55.3% |
| 5Y | -1.8% | +297.5% | -299.3% | -16.8% |
| 10Y | +344.6% | +1,260.5% | -915.9% | +240.8% |
| All | +2,428.8% | +10,073.3% | -7,644.5% | +1,639.7% |
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