+99.6%
DE vs XPO
+261.3%
-161.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -5.7% | +3.1% | -1.4% |
| 30D | +9.0% | -12.8% | +21.8% | +12.0% |
| 3M | +19.1% | -20.0% | +39.1% | +24.4% |
| 6M | +14.4% | -6.0% | +20.4% | +15.3% |
| YTD | +45.9% | +34.0% | +11.9% | +36.6% |
| 1Y | +43.6% | +35.6% | +8.1% | +33.4% |
| 3Y | +75.9% | +152.3% | -76.4% | +37.7% |
| All | +99.6% | +261.3% | -161.7% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling