+151.6%
RRC vs XPO
+262.4%
-110.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +3.6% | -8.1% | +11.7% | +5.0% |
| 3M | +8.8% | -19.0% | +27.9% | +12.6% |
| 6M | +0.8% | -5.2% | +6.0% | +0.6% |
| YTD | +19.0% | +35.6% | -16.6% | +9.4% |
| 1Y | +22.9% | +41.1% | -18.2% | +11.4% |
| 3Y | +32.3% | +157.9% | -125.6% | -1.0% |
| 5Y | +151.6% | +265.6% | -114.1% | +55.5% |
| All | +151.6% | +262.4% | -110.9% | +55.5% |
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