+60.1%
XRT vs XPO
+132.3%
-72.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +4.1% | -1.5% | +5.6% | +4.4% |
| 30D | +9.9% | +2.6% | +7.3% | +9.2% |
| 3M | +2.3% | -6.1% | +8.4% | +3.5% |
| 6M | +9.6% | -8.0% | +17.5% | +11.0% |
| YTD | +9.1% | +38.5% | -29.3% | -1.0% |
| 1Y | +16.2% | +35.0% | -18.8% | +5.9% |
| 3Y | +60.1% | +126.5% | -66.4% | +26.3% |
| All | +60.1% | +132.3% | -72.2% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling