-68.6%
RNG vs XPO
+261.3%
-329.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -5.7% | -0.4% | -3.6% |
| 30D | +9.6% | -12.8% | +22.4% | +16.1% |
| 3M | +83.3% | -20.0% | +103.3% | +100.9% |
| 6M | +77.9% | -6.0% | +84.0% | +78.1% |
| YTD | +139.9% | +34.0% | +105.9% | +99.8% |
| 1Y | +121.7% | +35.6% | +86.1% | +81.1% |
| 3Y | +121.9% | +152.3% | -30.4% | +16.7% |
| All | -68.6% | +261.3% | -329.8% | -89.0% |
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