+129.7%
ROP vs XPO
+1,517.7%
-1,388.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -8.0% | -1.3% | -6.7% | -7.8% |
| 30D | -2.7% | -10.4% | +7.6% | -0.8% |
| 3M | +16.6% | -15.7% | +32.3% | +20.1% |
| 6M | +10.4% | -6.3% | +16.7% | +10.8% |
| YTD | -12.1% | +34.2% | -46.2% | -18.6% |
| 1Y | -23.6% | +39.9% | -63.6% | -30.3% |
| 3Y | -19.3% | +155.2% | -174.6% | -38.0% |
| 5Y | -15.4% | +264.7% | -280.0% | -42.8% |
| All | +129.7% | +1,517.7% | -1,388.0% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling