+287.7%
RNG vs XPO
+2,410.5%
-2,122.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -0.8% | +2.7% | -3.5% | -1.7% |
| 30D | +11.4% | -6.2% | +17.6% | +13.3% |
| 3M | +72.1% | -15.4% | +87.5% | +80.2% |
| 6M | +67.9% | +0.7% | +67.2% | +64.8% |
| YTD | +144.3% | +39.8% | +104.5% | +114.1% |
| 1Y | +117.5% | +43.3% | +74.2% | +87.7% |
| 3Y | +123.9% | +166.0% | -42.2% | +52.2% |
| 5Y | -70.1% | +274.2% | -344.3% | -82.5% |
| 10Y | +215.9% | +1,429.0% | -1,213.2% | +15.4% |
| All | +287.7% | +2,410.5% | -2,122.7% | +15.6% |
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