+375.5%
RY vs XPO
+1,410.5%
-1,034.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -1.9% | -8.1% | +6.2% | -0.5% |
| 3M | +5.1% | -19.0% | +24.2% | +8.8% |
| 6M | +28.2% | -5.2% | +33.4% | +28.6% |
| YTD | +22.9% | +35.6% | -12.7% | +15.0% |
| 1Y | +45.5% | +41.1% | +4.4% | +34.4% |
| 3Y | +156.7% | +157.9% | -1.2% | +102.3% |
| 5Y | +137.7% | +265.6% | -127.9% | +67.0% |
| 10Y | +375.5% | +1,516.8% | -1,141.3% | +136.6% |
| All | +375.5% | +1,410.5% | -1,034.9% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling