-19.9%
RUN vs XPO
+1,169.3%
-1,189.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.4% |
| 7D | -13.5% | +9.0% | -22.5% | -16.5% |
| 30D | +18.3% | +4.2% | +14.1% | +15.9% |
| 3M | -12.5% | -8.7% | -3.8% | -10.0% |
| 6M | -40.3% | -2.8% | -37.6% | -40.4% |
| YTD | -53.1% | +41.9% | -95.0% | -60.3% |
| 1Y | -54.3% | +42.3% | -96.6% | -61.4% |
| 3Y | -6.5% | +127.3% | -133.8% | -40.1% |
| 5Y | -85.3% | +306.4% | -391.7% | -92.9% |
| 10Y | +68.9% | +1,290.9% | -1,222.1% | -44.8% |
| All | -19.9% | +1,169.3% | -1,189.2% | -67.3% |
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 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