+208.2%
ROL vs XPO
+1,410.5%
-1,202.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -3.3% | -0.9% | -2.3% | -3.2% |
| 30D | -7.2% | -8.1% | +0.9% | -6.2% |
| 3M | -27.0% | -19.0% | -7.9% | -24.9% |
| 6M | -39.5% | -5.2% | -34.3% | -39.4% |
| YTD | -41.8% | +35.6% | -77.4% | -44.8% |
| 1Y | -38.9% | +41.1% | -80.0% | -42.5% |
| 3Y | -0.4% | +157.9% | -158.3% | -17.8% |
| 5Y | -4.2% | +265.6% | -269.8% | -28.2% |
| 10Y | +208.2% | +1,516.8% | -1,308.6% | +76.4% |
| All | +208.2% | +1,410.5% | -1,202.3% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling