+38.3%
DD vs XPO
+53.4%
-15.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.9% |
| 7D | -3.5% | +2.4% | -5.9% | -4.2% |
| 30D | -10.3% | -3.5% | -6.8% | -9.5% |
| 3M | -7.5% | -11.9% | +4.4% | -4.5% |
| 6M | -8.0% | -10.0% | +2.0% | -6.4% |
| YTD | +10.5% | +42.1% | -31.6% | +0.4% |
| 1Y | +38.3% | +47.6% | -9.3% | +25.7% |
| All | +38.3% | +53.4% | -15.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling