+2,375.6%
ROK vs XPO
+10,152.6%
-7,777.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.8% | +2.7% | +0.1% | +2.3% |
| 30D | -2.4% | -6.2% | +3.8% | -1.4% |
| 3M | -4.7% | -15.4% | +10.7% | -2.2% |
| 6M | +16.8% | +0.7% | +16.0% | +16.4% |
| YTD | +11.4% | +39.8% | -28.5% | +5.1% |
| 1Y | +26.2% | +43.3% | -17.1% | +18.2% |
| 3Y | +51.9% | +166.0% | -114.2% | +27.2% |
| 5Y | +46.4% | +274.2% | -227.8% | +13.8% |
| 10Y | +343.5% | +1,429.0% | -1,085.5% | +188.5% |
| All | +2,375.6% | +10,152.6% | -7,777.0% | +1,241.2% |
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