-7.2%
RXO vs SPY
+109.6%
-116.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.4% |
| 7D | -5.7% | -0.8% | -4.9% | -4.5% |
| 30D | -14.2% | -1.1% | -13.1% | -12.7% |
| 3M | -31.6% | +3.9% | -35.5% | -35.5% |
| 6M | +53.3% | +13.6% | +39.7% | +25.2% |
| YTD | +54.2% | +12.7% | +41.5% | +28.8% |
| 1Y | +13.6% | +17.5% | -3.9% | -9.8% |
| 3Y | +8.8% | +76.9% | -68.1% | -46.5% |
| All | -7.2% | +109.6% | -116.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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