+96.0%
ROST vs XPO
+153.8%
-57.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -11.4% | -8.1% | -3.3% | -10.4% |
| 3M | -1.6% | -19.0% | +17.4% | +1.3% |
| 6M | +6.8% | -5.2% | +12.0% | +7.0% |
| YTD | +25.8% | +35.6% | -9.8% | +18.3% |
| 1Y | +52.4% | +41.1% | +11.3% | +41.8% |
| All | +96.0% | +153.8% | -57.9% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling