+273.8%
ROIV vs XPO
+332.1%
-58.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +5.3% | -6.7% | +12.0% | +7.1% |
| 30D | +11.9% | -1.9% | +13.8% | +12.3% |
| 3M | +10.7% | -9.9% | +20.6% | +13.2% |
| 6M | +34.9% | -16.4% | +51.3% | +40.1% |
| YTD | +79.2% | +30.2% | +49.0% | +65.8% |
| 1Y | +89.0% | +29.9% | +59.1% | +74.7% |
| 3Y | +337.3% | +122.6% | +214.7% | +231.6% |
| 5Y | +402.3% | +278.9% | +123.4% | +177.1% |
| All | +273.8% | +332.1% | -58.3% | +104.1% |
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