+0.8%
ROL vs XPO
+159.4%
-158.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.4% |
| 7D | -3.4% | +2.7% | -6.1% | -3.6% |
| 30D | -6.9% | -6.2% | -0.8% | -6.5% |
| 3M | -24.6% | -15.4% | -9.2% | -23.6% |
| 6M | -39.5% | +0.7% | -40.3% | -39.7% |
| YTD | -41.1% | +39.8% | -81.0% | -42.7% |
| 1Y | -37.9% | +43.3% | -81.2% | -39.9% |
| 3Y | +0.8% | +166.0% | -165.2% | -10.1% |
| All | +0.8% | +159.4% | -158.6% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling