+11,049.8%
XPO vs RVTY
+1,014.6%
+10,035.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.9% |
| 7D | +9.0% | -0.5% | +9.4% | +9.2% |
| 30D | +4.2% | +1.5% | +2.6% | +3.2% |
| 3M | -8.7% | +31.5% | -40.1% | -18.6% |
| 6M | -2.8% | +62.7% | -65.4% | -20.6% |
| YTD | +41.9% | +60.0% | -18.1% | +15.5% |
| 1Y | +42.3% | +65.7% | -23.4% | +14.3% |
| 3Y | +127.3% | +85.2% | +42.1% | +71.9% |
| 5Y | +306.4% | -14.9% | +321.3% | +305.0% |
| 10Y | +1,290.9% | +211.9% | +1,079.1% | +818.8% |
| All | +11,049.8% | +1,014.6% | +10,035.2% | +5,525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling