+47.5%
ROK vs XPO
+261.3%
-213.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.2% | -5.7% | +4.4% | +0.5% |
| 30D | -4.8% | -12.8% | +8.0% | -0.9% |
| 3M | -6.1% | -20.0% | +13.9% | 0.0% |
| 6M | +15.5% | -6.0% | +21.5% | +17.0% |
| YTD | +11.2% | +34.0% | -22.9% | +0.9% |
| 1Y | +23.8% | +35.6% | -11.7% | +11.2% |
| 3Y | +53.1% | +152.3% | -99.2% | +9.2% |
| All | +47.5% | +261.3% | -213.8% | -13.7% |
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