-17.9%
ROP vs XPO
+159.4%
-177.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.7% |
| 7D | -5.4% | +2.7% | -8.1% | -5.8% |
| 30D | -1.6% | -6.2% | +4.5% | -0.9% |
| 3M | +18.8% | -15.4% | +34.2% | +21.2% |
| 6M | +8.2% | +0.7% | +7.5% | +7.4% |
| YTD | -10.5% | +39.8% | -50.3% | -15.8% |
| 1Y | -23.7% | +43.3% | -67.1% | -28.8% |
| 3Y | -17.9% | +166.0% | -183.9% | -32.1% |
| All | -17.9% | +159.4% | -177.3% | -32.1% |
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