+298.4%
XPO vs RVTY
-10.9%
+309.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.9% |
| 30D | +4.7% | +1.7% | +3.0% | +3.5% |
| 3M | -7.1% | +36.8% | -43.9% | -20.2% |
| 6M | -6.3% | +60.1% | -66.4% | -25.9% |
| YTD | +39.1% | +64.0% | -24.9% | +7.3% |
| 1Y | +36.7% | +68.2% | -31.5% | +4.1% |
| 3Y | +127.4% | +88.8% | +38.6% | +57.7% |
| All | +298.4% | -10.9% | +309.2% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling