+896.4%
TROW vs XPO
+9,839.2%
-8,942.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -5.3% | -8.1% | +2.8% | -4.1% |
| 3M | +2.9% | -19.0% | +22.0% | +6.2% |
| 6M | +22.2% | -5.2% | +27.4% | +22.5% |
| YTD | +8.1% | +35.6% | -27.5% | +1.8% |
| 1Y | +5.8% | +41.1% | -35.3% | -1.4% |
| 3Y | +14.0% | +157.9% | -143.9% | -5.2% |
| 5Y | -38.3% | +265.6% | -303.9% | -52.3% |
| 10Y | +131.7% | +1,516.8% | -1,385.1% | +48.7% |
| All | +896.4% | +9,839.2% | -8,942.7% | +442.2% |
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