+185.3%
RNG vs XPO
+38.8%
+146.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -9.6% | +3.5% | -13.1% | -10.0% |
| 30D | -1.4% | +2.8% | -4.2% | -1.9% |
| 3M | +28.8% | -7.5% | +36.3% | +30.2% |
| 6M | +65.6% | -5.9% | +71.5% | +66.7% |
| YTD | +171.4% | +38.4% | +133.0% | +146.2% |
| 1Y | +185.3% | +33.7% | +151.6% | +161.9% |
| All | +185.3% | +38.8% | +146.5% | +161.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling