-4.6%
RXO vs SPY
+109.1%
-113.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | +1.3% | -0.4% | +1.6% | +1.8% |
| 30D | -6.0% | -1.4% | -4.7% | -3.9% |
| 3M | -31.2% | +3.7% | -34.9% | -35.0% |
| 6M | +44.9% | +13.0% | +31.9% | +19.3% |
| YTD | +58.5% | +12.4% | +46.1% | +32.9% |
| 1Y | +19.5% | +18.5% | +1.0% | -6.3% |
| 3Y | +13.9% | +77.6% | -63.7% | -44.1% |
| All | -4.6% | +109.1% | -113.7% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling