+3,145.1%
ROL vs XPO
+10,300.9%
-7,155.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +2.4% |
| 7D | +3.0% | +9.0% | -6.0% | +2.2% |
| 30D | +19.8% | +4.2% | +15.6% | +19.3% |
| 3M | +7.9% | -8.7% | +16.6% | +8.6% |
| 6M | -25.6% | -2.8% | -22.9% | -25.7% |
| YTD | -34.1% | +41.9% | -76.0% | -36.4% |
| 1Y | -31.4% | +42.3% | -73.7% | -33.8% |
| 3Y | +4.7% | +127.3% | -122.6% | -4.5% |
| 5Y | +15.6% | +306.4% | -290.8% | -1.5% |
| 10Y | +220.6% | +1,290.9% | -1,070.3% | +145.0% |
| All | +3,145.1% | +10,300.9% | -7,155.9% | +2,129.9% |
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 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