+215.0%
RNG vs XPO
+1,516.3%
-1,301.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -5.7% | -0.4% | -4.2% |
| 30D | +9.6% | -12.8% | +22.4% | +14.4% |
| 3M | +83.3% | -20.0% | +103.3% | +96.3% |
| 6M | +77.9% | -6.0% | +84.0% | +78.6% |
| YTD | +139.9% | +34.0% | +105.9% | +111.4% |
| 1Y | +121.7% | +35.6% | +86.1% | +93.0% |
| 3Y | +121.9% | +152.3% | -30.4% | +49.4% |
| 5Y | -68.4% | +264.4% | -332.7% | -82.3% |
| All | +215.0% | +1,516.3% | -1,301.4% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling