+111.1%
ROST vs XPO
+257.8%
-146.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -10.3% | -10.4% | +0.1% | -8.4% |
| 3M | -2.6% | -15.7% | +13.1% | +0.5% |
| 6M | +6.5% | -6.3% | +12.9% | +7.1% |
| YTD | +25.9% | +34.2% | -8.2% | +16.1% |
| 1Y | +52.3% | +39.9% | +12.4% | +38.3% |
| 3Y | +94.6% | +155.2% | -60.7% | +44.0% |
| 5Y | +111.1% | +264.7% | -153.6% | +29.6% |
| All | +111.1% | +257.8% | -146.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling