+2,310.5%
RMD vs XPO
+10,316.6%
-8,006.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | -5.0% | +2.4% | -7.4% | -5.2% |
| 30D | +2.2% | -3.5% | +5.8% | +2.5% |
| 3M | +17.8% | -11.9% | +29.8% | +19.0% |
| 6M | -11.3% | -10.0% | -1.4% | -10.8% |
| YTD | -4.4% | +42.1% | -46.5% | -7.9% |
| 1Y | -15.7% | +47.6% | -63.3% | -19.3% |
| 3Y | +47.7% | +153.6% | -105.8% | +32.7% |
| 5Y | -19.2% | +266.5% | -285.7% | -31.1% |
| 10Y | +280.4% | +1,460.4% | -1,180.1% | +189.8% |
| All | +2,310.5% | +10,316.6% | -8,006.0% | +1,556.9% |
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