+147.3%
RTX vs XPO
+311.4%
-164.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | +7.7% | +2.6% | +5.1% | +7.4% |
| 3M | -10.3% | -6.1% | -4.2% | -9.9% |
| 6M | +14.6% | -8.0% | +22.6% | +15.2% |
| YTD | +10.4% | +38.5% | -28.1% | +5.7% |
| 1Y | +13.5% | +35.0% | -21.5% | +8.9% |
| 3Y | +158.6% | +126.5% | +32.1% | +127.3% |
| 5Y | +147.3% | +315.4% | -168.2% | +90.4% |
| All | +147.3% | +311.4% | -164.1% | +90.4% |
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