+14.4%
ROL vs XPO
+314.1%
-299.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.8% |
| 3M | +4.5% | -7.1% | +11.6% | +5.3% |
| 6M | -26.5% | -6.3% | -20.3% | -26.2% |
| YTD | -34.8% | +39.1% | -73.9% | -37.8% |
| 1Y | -33.2% | +36.7% | -69.9% | -36.2% |
| 3Y | +4.5% | +127.4% | -122.9% | -10.4% |
| All | +14.4% | +314.1% | -299.7% | -13.9% |
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