+321.0%
DD vs XPO
+10,316.6%
-9,995.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.4% |
| 7D | -3.5% | +2.4% | -5.9% | -3.9% |
| 30D | -10.3% | -3.5% | -6.8% | -9.8% |
| 3M | -7.5% | -11.9% | +4.4% | -5.8% |
| 6M | -8.0% | -10.0% | +2.0% | -6.8% |
| YTD | +10.5% | +42.1% | -31.6% | +3.8% |
| 1Y | +38.3% | +47.6% | -9.3% | +28.7% |
| 3Y | +42.5% | +153.6% | -111.1% | +19.5% |
| 5Y | +60.2% | +266.5% | -206.3% | +23.9% |
| 10Y | +68.9% | +1,460.4% | -1,391.6% | +7.5% |
| All | +321.0% | +10,316.6% | -9,995.6% | +118.8% |
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