+51.5%
RSP vs XPO
+271.9%
-220.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | -1.5% | -6.2% | +4.7% | -0.3% |
| 3M | +4.8% | -15.4% | +20.2% | +8.2% |
| 6M | +10.3% | +0.7% | +9.5% | +9.3% |
| YTD | +14.1% | +39.8% | -25.8% | +4.8% |
| 1Y | +17.0% | +43.3% | -26.3% | +6.3% |
| 3Y | +54.2% | +166.0% | -111.9% | +16.2% |
| 5Y | +51.5% | +274.2% | -222.7% | -3.1% |
| All | +51.5% | +271.9% | -220.4% | -3.1% |
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 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