+1,984.9%
RY vs XPO
+9,445.4%
-7,460.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -0.9% | -6.7% | +5.8% | -0.2% |
| 30D | +5.9% | -1.9% | +7.8% | +6.0% |
| 3M | -4.3% | -9.9% | +5.6% | -3.4% |
| 6M | +12.1% | -16.4% | +28.5% | +13.8% |
| YTD | +20.3% | +30.2% | -9.9% | +16.5% |
| 1Y | +41.0% | +29.9% | +11.1% | +36.5% |
| 3Y | +157.5% | +122.6% | +34.9% | +132.5% |
| 5Y | +123.2% | +278.9% | -155.7% | +87.7% |
| 10Y | +365.7% | +1,375.3% | -1,009.6% | +245.6% |
| All | +1,984.9% | +9,445.4% | -7,460.5% | +1,278.5% |
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