+7.8%
DBX vs XPO
+262.4%
-254.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | 0.0% | -8.1% | +8.1% | +1.8% |
| 3M | +26.1% | -19.0% | +45.1% | +31.9% |
| 6M | +29.4% | -5.2% | +34.5% | +29.1% |
| YTD | +24.4% | +35.6% | -11.1% | +11.6% |
| 1Y | +10.9% | +41.1% | -30.2% | -2.5% |
| 3Y | +24.1% | +157.9% | -133.8% | -15.0% |
| 5Y | +7.8% | +265.6% | -257.9% | -37.8% |
| All | +7.8% | +262.4% | -254.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling