+22.3%
DBX vs XPO
+445.4%
-423.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.5% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -0.5% | -3.5% | +3.1% | +0.2% |
| 3M | +28.1% | -11.9% | +40.0% | +31.0% |
| 6M | +33.1% | -10.0% | +43.1% | +34.5% |
| YTD | +25.3% | +42.1% | -16.8% | +12.6% |
| 1Y | +18.3% | +47.6% | -29.2% | +4.6% |
| 3Y | +25.0% | +153.6% | -128.6% | -7.8% |
| 5Y | +7.5% | +266.5% | -259.0% | -31.7% |
| All | +22.3% | +445.4% | -423.1% | -22.8% |
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