-33.1%
ROL vs XPO
+36.7%
-69.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +20.6% | +4.7% | +15.9% | +19.7% |
| 3M | +4.5% | -7.1% | +11.6% | +5.2% |
| 6M | -26.5% | -6.3% | -20.3% | -26.4% |
| YTD | -34.8% | +39.1% | -73.9% | -36.9% |
| All | -33.1% | +36.7% | -69.8% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling