-17.5%
RUN vs XPO
+1,171.2%
-1,188.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.2% |
| 7D | +1.3% | +2.4% | -1.2% | +0.2% |
| 30D | -15.3% | -3.5% | -11.7% | -14.0% |
| 3M | -40.0% | -11.9% | -28.1% | -37.2% |
| 6M | -27.0% | -10.0% | -17.0% | -24.6% |
| YTD | -51.7% | +42.1% | -93.8% | -58.9% |
| 1Y | -45.9% | +47.6% | -93.5% | -55.2% |
| 3Y | -43.8% | +153.6% | -197.3% | -65.6% |
| 5Y | -80.5% | +266.5% | -347.0% | -90.2% |
| 10Y | +45.3% | +1,460.4% | -1,415.2% | -53.3% |
| All | -17.5% | +1,171.2% | -1,188.7% | -66.1% |
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 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