+583.5%
RVMD vs XPO
+257.8%
+325.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.8% |
| 7D | -3.6% | -1.3% | -2.2% | -3.3% |
| 30D | -1.1% | -10.4% | +9.3% | +1.5% |
| 3M | +41.0% | -15.7% | +56.7% | +46.7% |
| 6M | +105.7% | -6.3% | +112.0% | +107.3% |
| YTD | +155.3% | +34.2% | +121.1% | +131.0% |
| 1Y | +402.7% | +39.9% | +362.8% | +345.8% |
| 3Y | +533.1% | +155.2% | +377.9% | +336.3% |
| 5Y | +583.5% | +264.7% | +318.8% | +263.5% |
| All | +583.5% | +257.8% | +325.7% | +263.5% |
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