+159.7%
RY vs XPO
+133.2%
+26.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +0.6% | +9.0% | -8.4% | -0.3% |
| 30D | +5.0% | +4.2% | +0.9% | +4.6% |
| 3M | -5.3% | -8.7% | +3.3% | -4.6% |
| 6M | +13.8% | -2.8% | +16.6% | +13.8% |
| YTD | +21.0% | +41.9% | -20.9% | +16.2% |
| 1Y | +40.5% | +42.3% | -1.8% | +34.8% |
| 3Y | +159.7% | +127.3% | +32.4% | +136.7% |
| All | +159.7% | +133.2% | +26.4% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling