+301.5%
ROST vs XPO
+1,266.4%
-964.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.6% | -2.9% |
| 7D | +0.3% | +9.0% | -8.7% | -2.0% |
| 30D | +0.5% | +4.2% | -3.7% | -0.7% |
| 3M | -5.2% | -8.7% | +3.4% | -3.4% |
| 6M | +9.8% | -2.8% | +12.6% | +9.5% |
| YTD | +29.4% | +41.9% | -12.5% | +15.4% |
| 1Y | +44.4% | +42.3% | +2.0% | +28.4% |
| 3Y | +95.0% | +127.3% | -32.3% | +43.3% |
| 5Y | +111.9% | +306.4% | -194.5% | +22.9% |
| All | +301.5% | +1,266.4% | -964.9% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling