+3,591.6%
DE vs XPO
+9,839.2%
-6,247.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.1% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +11.1% | -8.1% | +19.2% | +12.4% |
| 3M | +17.6% | -19.0% | +36.6% | +20.8% |
| 6M | +13.6% | -5.2% | +18.8% | +14.1% |
| YTD | +46.3% | +35.6% | +10.7% | +39.8% |
| 1Y | +44.2% | +41.1% | +3.1% | +36.6% |
| 3Y | +76.6% | +157.9% | -81.3% | +51.3% |
| 5Y | +98.2% | +265.6% | -167.4% | +58.5% |
| 10Y | +863.5% | +1,516.8% | -653.3% | +554.0% |
| All | +3,591.6% | +9,839.2% | -6,247.5% | +2,057.0% |
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 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