+513.3%
XRT vs XPO
+13,858.2%
-13,344.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | -4.2% | -3.5% | -0.7% | -3.6% |
| 3M | +5.1% | -11.9% | +17.0% | +7.4% |
| 6M | +2.4% | -10.0% | +12.4% | +3.9% |
| YTD | +3.2% | +42.1% | -38.9% | -4.9% |
| 1Y | +1.5% | +47.6% | -46.1% | -7.6% |
| 3Y | +40.6% | +153.6% | -113.0% | +11.6% |
| 5Y | -1.0% | +266.5% | -267.5% | -29.0% |
| 10Y | +128.4% | +1,460.4% | -1,332.0% | +26.0% |
| All | +513.3% | +13,858.2% | -13,344.9% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling