-15.9%
ROP vs XPO
+262.4%
-278.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.8% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | -3.4% | -8.1% | +4.7% | -2.1% |
| 3M | +16.7% | -19.0% | +35.7% | +20.4% |
| 6M | +8.1% | -5.2% | +13.2% | +8.2% |
| YTD | -11.7% | +35.6% | -47.2% | -17.5% |
| 1Y | -24.2% | +41.1% | -65.3% | -30.0% |
| 3Y | -19.0% | +157.9% | -176.9% | -35.9% |
| 5Y | -15.9% | +265.6% | -281.5% | -41.5% |
| All | -15.9% | +262.4% | -278.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling