+420.8%
RSG vs XPO
+1,516.3%
-1,095.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | 0.0% | -5.7% | +5.7% | +0.7% |
| 30D | +4.0% | -12.8% | +16.8% | +5.6% |
| 3M | +7.4% | -20.0% | +27.3% | +10.0% |
| 6M | +0.1% | -6.0% | +6.1% | +0.3% |
| YTD | +6.0% | +34.0% | -28.0% | +1.2% |
| 1Y | -3.0% | +35.6% | -38.5% | -7.9% |
| 3Y | +56.5% | +152.3% | -95.8% | +31.7% |
| 5Y | +90.9% | +264.4% | -173.4% | +46.8% |
| All | +420.8% | +1,516.3% | -1,095.5% | +223.2% |
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