+2,069.0%
RY vs XPO
+10,316.6%
-8,247.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.8% |
| 30D | -0.3% | -3.5% | +3.2% | 0.0% |
| 3M | +8.7% | -11.9% | +20.6% | +9.8% |
| 6M | +28.5% | -10.0% | +38.5% | +29.4% |
| YTD | +25.1% | +42.1% | -17.0% | +20.3% |
| 1Y | +46.3% | +47.6% | -1.3% | +39.8% |
| 3Y | +154.9% | +153.6% | +1.4% | +127.1% |
| 5Y | +140.3% | +266.5% | -126.2% | +102.5% |
| 10Y | +377.0% | +1,460.4% | -1,083.4% | +251.7% |
| All | +2,069.0% | +10,316.6% | -8,247.6% | +1,323.0% |
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