+312.1%
ROST vs XPO
+1,516.3%
-1,204.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -5.7% | +5.9% | +1.7% |
| 30D | -6.9% | -12.8% | +5.9% | -3.7% |
| 3M | -3.3% | -20.0% | +16.7% | +1.8% |
| 6M | +9.0% | -6.0% | +15.1% | +9.6% |
| YTD | +28.9% | +34.0% | -5.2% | +16.9% |
| 1Y | +54.0% | +35.6% | +18.4% | +38.3% |
| 3Y | +100.7% | +152.3% | -51.6% | +42.7% |
| 5Y | +116.0% | +264.4% | -148.3% | +29.7% |
| All | +312.1% | +1,516.3% | -1,204.2% | +79.9% |
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