-5.6%
ROP vs XPO
+128.1%
-133.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -2.7% | +6.9% | -9.5% | -3.5% |
| 30D | +29.7% | +4.1% | +25.6% | +29.0% |
| 3M | +21.2% | -9.7% | +31.0% | +22.6% |
| 6M | +48.3% | -3.8% | +52.1% | +48.2% |
| YTD | +8.4% | +38.8% | -30.4% | +2.0% |
| 1Y | +6.0% | +34.2% | -28.2% | +0.1% |
| All | -5.6% | +128.1% | -133.7% | -19.2% |
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