+617.4%
RVMD vs XPO
+483.9%
+133.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | +1.1% | -6.2% | +7.2% | +2.5% |
| 3M | +39.6% | -15.4% | +55.0% | +45.2% |
| 6M | +110.7% | +0.7% | +109.9% | +108.4% |
| YTD | +160.3% | +39.8% | +120.4% | +133.3% |
| 1Y | +404.9% | +43.3% | +361.6% | +346.0% |
| 3Y | +545.5% | +166.0% | +379.4% | +350.4% |
| 5Y | +584.7% | +274.2% | +310.5% | +297.5% |
| All | +617.4% | +483.9% | +133.5% | +238.3% |
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