+23.1%
DBX vs XPO
+415.0%
-391.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | +2.8% | -10.4% | +13.2% | +5.2% |
| 3M | +26.8% | -15.7% | +42.4% | +31.1% |
| 6M | +32.8% | -6.3% | +39.1% | +33.0% |
| YTD | +26.1% | +34.2% | -8.1% | +14.8% |
| 1Y | +14.1% | +39.9% | -25.8% | +2.1% |
| 3Y | +25.7% | +155.2% | -129.5% | -7.6% |
| 5Y | +11.2% | +264.7% | -253.5% | -29.2% |
| All | +23.1% | +415.0% | -391.9% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling