+877.2%
DECK vs XPO
+1,334.3%
-457.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +5.8% | -6.7% | +12.4% | +8.2% |
| 30D | +7.9% | -1.9% | +9.8% | +8.4% |
| 3M | -11.4% | -9.9% | -1.5% | -8.6% |
| 6M | -16.6% | -16.4% | -0.2% | -12.1% |
| YTD | -16.4% | +30.2% | -46.6% | -25.6% |
| 1Y | +8.6% | +29.9% | -21.2% | -3.4% |
| 3Y | -15.1% | +122.6% | -137.7% | -40.0% |
| 5Y | +22.9% | +278.9% | -256.0% | -32.6% |
| All | +877.2% | +1,334.3% | -457.2% | +255.0% |
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