+2,224.3%
ROP vs XPO
+10,300.9%
-8,076.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | +0.7% | +9.0% | -8.3% | -0.2% |
| 30D | +28.8% | +4.2% | +24.6% | +28.2% |
| 3M | +21.1% | -8.7% | +29.7% | +22.0% |
| 6M | +52.5% | -2.8% | +55.3% | +52.4% |
| YTD | +8.9% | +41.9% | -33.0% | +4.1% |
| 1Y | +8.2% | +42.3% | -34.1% | +3.4% |
| 3Y | -5.2% | +127.3% | -132.4% | -15.1% |
| 5Y | +1.7% | +306.4% | -304.7% | -15.8% |
| 10Y | +185.4% | +1,290.9% | -1,105.6% | +109.9% |
| All | +2,224.3% | +10,300.9% | -8,076.6% | +1,457.8% |
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