-80.7%
RUN vs XPO
+257.8%
-338.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -3.4% | -1.3% | -2.0% | -2.8% |
| 30D | -14.0% | -10.4% | -3.6% | -9.7% |
| 3M | -27.5% | -15.7% | -11.8% | -21.9% |
| 6M | -29.0% | -6.3% | -22.6% | -27.6% |
| YTD | -53.1% | +34.2% | -87.3% | -60.5% |
| 1Y | -46.7% | +39.9% | -86.7% | -56.7% |
| 3Y | -38.3% | +155.2% | -193.5% | -69.6% |
| 5Y | -80.7% | +264.7% | -345.4% | -93.3% |
| All | -80.7% | +257.8% | -338.5% | -93.3% |
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