+1,867.4%
ROP vs XPO
+10,316.6%
-8,449.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -4.0% |
| 7D | -4.4% | +2.4% | -6.8% | -4.7% |
| 30D | +3.2% | -3.5% | +6.8% | +3.5% |
| 3M | +23.1% | -11.9% | +35.0% | +24.4% |
| 6M | +13.3% | -10.0% | +23.3% | +14.0% |
| YTD | -7.9% | +42.1% | -49.9% | -11.8% |
| 1Y | -22.1% | +47.6% | -69.7% | -25.9% |
| 3Y | -16.8% | +153.6% | -170.4% | -26.4% |
| 5Y | -13.5% | +266.5% | -280.0% | -27.7% |
| 10Y | +137.7% | +1,460.4% | -1,322.8% | +73.8% |
| All | +1,867.4% | +10,316.6% | -8,449.2% | +1,219.5% |
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 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