+1,195.0%
RTX vs XPO
+10,316.6%
-9,121.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.2% |
| 7D | -5.2% | +2.4% | -7.6% | -5.4% |
| 30D | -9.4% | -3.5% | -5.8% | -9.1% |
| 3M | +12.3% | -11.9% | +24.2% | +13.6% |
| 6M | -3.1% | -10.0% | +6.8% | -2.5% |
| YTD | +10.7% | +42.1% | -31.4% | +5.7% |
| 1Y | +28.4% | +47.6% | -19.2% | +21.7% |
| 3Y | +147.1% | +153.6% | -6.5% | +115.4% |
| 5Y | +167.2% | +266.5% | -99.3% | +117.7% |
| 10Y | +274.7% | +1,460.4% | -1,185.7% | +164.7% |
| All | +1,195.0% | +10,316.6% | -9,121.6% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling