+98.2%
DD vs XPO
+1,266.4%
-1,168.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | +5.0% | +9.0% | -4.0% | +2.2% |
| 30D | +19.7% | +4.2% | +15.5% | +18.1% |
| 3M | +7.2% | -8.7% | +15.8% | +10.0% |
| 6M | +1.0% | -2.8% | +3.8% | +1.0% |
| YTD | +29.1% | +41.9% | -12.8% | +13.7% |
| 1Y | +28.5% | +42.3% | -13.8% | +12.8% |
| 3Y | +89.4% | +127.3% | -37.8% | +36.0% |
| 5Y | +67.1% | +306.4% | -239.2% | -7.0% |
| All | +98.2% | +1,266.4% | -1,168.2% | -21.0% |
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