+67.3%
DD vs XPO
+1,517.7%
-1,450.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -11.5% | -10.4% | -1.1% | -8.5% |
| 3M | -5.4% | -15.7% | +10.3% | -0.7% |
| 6M | -6.9% | -6.3% | -0.6% | -5.8% |
| YTD | +6.9% | +34.2% | -27.3% | -3.9% |
| 1Y | +35.6% | +39.9% | -4.3% | +19.4% |
| 3Y | +42.5% | +155.2% | -112.7% | -1.7% |
| 5Y | +58.5% | +264.7% | -206.2% | -8.5% |
| All | +67.3% | +1,517.7% | -1,450.4% | -33.6% |
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