+302.4%
ROIV vs XPO
+361.5%
-59.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +21.0% | +4.7% | +16.3% | +19.5% |
| 3M | +18.7% | -7.1% | +25.8% | +20.5% |
| 6M | +44.5% | -6.3% | +50.8% | +45.9% |
| YTD | +92.9% | +39.1% | +53.8% | +75.6% |
| 1Y | +100.2% | +36.7% | +63.6% | +82.7% |
| 3Y | +375.0% | +127.4% | +247.6% | +258.8% |
| 5Y | +435.2% | +315.0% | +120.2% | +191.0% |
| All | +302.4% | +361.5% | -59.1% | +116.1% |
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