+64.8%
RPRX vs XPO
+590.8%
-526.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.3% |
| 7D | +5.1% | +2.4% | +2.7% | +4.8% |
| 30D | +11.2% | -3.5% | +14.7% | +11.5% |
| 3M | +16.7% | -11.9% | +28.6% | +18.1% |
| 6M | +36.0% | -10.0% | +46.0% | +37.0% |
| YTD | +67.8% | +42.1% | +25.7% | +61.2% |
| 1Y | +76.7% | +47.6% | +29.1% | +68.7% |
| 3Y | +128.1% | +153.6% | -25.5% | +97.9% |
| 5Y | +82.9% | +266.5% | -183.6% | +45.6% |
| All | +64.8% | +590.8% | -526.1% | +9.1% |
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 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