+10,890.8%
XPO vs RJF
+2,048.7%
+8,842.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +2.7% | +1.8% | +0.9% | +2.0% |
| 30D | -6.2% | 0.0% | -6.2% | -6.3% |
| 3M | -15.4% | +18.0% | -33.4% | -20.5% |
| 6M | +0.7% | +17.0% | -16.2% | -5.3% |
| YTD | +39.8% | +11.1% | +28.7% | +34.0% |
| 1Y | +43.3% | +8.0% | +35.4% | +38.7% |
| 3Y | +166.0% | +73.3% | +92.8% | +121.0% |
| 5Y | +274.2% | +107.4% | +166.7% | +196.6% |
| 10Y | +1,429.0% | +428.5% | +1,000.6% | +871.0% |
| All | +10,890.8% | +2,048.7% | +8,842.0% | +6,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling