+55.8%
RSP vs XPO
+163.6%
-107.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -0.3% | -3.5% | +3.2% | +0.2% |
| 3M | +4.3% | -11.9% | +16.2% | +6.3% |
| 6M | +8.8% | -10.0% | +18.8% | +10.1% |
| YTD | +15.3% | +42.1% | -26.8% | +7.3% |
| 1Y | +18.3% | +47.6% | -29.3% | +8.9% |
| All | +55.8% | +163.6% | -107.8% | +28.1% |
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 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