+2,877.5%
ROL vs XPO
+10,316.6%
-7,439.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | 0.0% |
| 7D | -1.4% | +2.4% | -3.8% | -1.7% |
| 30D | -4.1% | -3.5% | -0.5% | -3.8% |
| 3M | -22.5% | -11.9% | -10.6% | -21.8% |
| 6M | -37.7% | -10.0% | -27.7% | -37.3% |
| YTD | -39.6% | +42.1% | -81.7% | -41.6% |
| 1Y | -36.0% | +47.6% | -83.6% | -38.5% |
| 3Y | -5.1% | +153.6% | -158.7% | -14.4% |
| 5Y | -3.4% | +266.5% | -269.9% | -17.0% |
| 10Y | +215.2% | +1,460.4% | -1,245.2% | +139.2% |
| All | +2,877.5% | +10,316.6% | -7,439.0% | +1,946.6% |
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