+1,450.2%
XPO vs RJF
+429.3%
+1,020.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -5.7% | -2.7% | -2.9% | -3.7% |
| 30D | -12.8% | -4.3% | -8.5% | -10.1% |
| 3M | -20.0% | +15.7% | -35.7% | -29.2% |
| 6M | -6.0% | +17.8% | -23.9% | -18.5% |
| YTD | +34.0% | +9.2% | +24.9% | +23.0% |
| 1Y | +35.6% | +2.8% | +32.8% | +30.0% |
| 3Y | +152.3% | +69.5% | +82.8% | +64.4% |
| 5Y | +264.4% | +105.9% | +158.4% | +102.5% |
| All | +1,450.2% | +429.3% | +1,020.9% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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