+392.0%
DD vs XPO
+10,300.9%
-9,908.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | +5.0% | +9.0% | -4.0% | +3.5% |
| 30D | +19.7% | +4.2% | +15.5% | +18.9% |
| 3M | +7.2% | -8.7% | +15.8% | +8.7% |
| 6M | +1.0% | -2.8% | +3.8% | +1.1% |
| YTD | +29.1% | +41.9% | -12.8% | +21.2% |
| 1Y | +28.5% | +42.3% | -13.8% | +20.5% |
| 3Y | +89.4% | +127.3% | -37.8% | +61.9% |
| 5Y | +67.1% | +306.4% | -239.2% | +27.6% |
| 10Y | +97.5% | +1,290.9% | -1,193.4% | +27.2% |
| All | +392.0% | +10,300.9% | -9,908.9% | +155.6% |
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 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