+888.8%
DECK vs XPO
+1,330.5%
-441.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.6% | +0.6% |
| 7D | +6.0% | -3.6% | +9.6% | +7.2% |
| 30D | +7.4% | -3.8% | +11.3% | +8.7% |
| 3M | -11.7% | -11.8% | +0.2% | -8.1% |
| 6M | -11.0% | -15.0% | +4.0% | -6.7% |
| YTD | -15.4% | +29.9% | -45.2% | -24.6% |
| 1Y | +7.2% | +27.6% | -20.3% | -4.0% |
| 3Y | -11.8% | +121.9% | -133.7% | -37.6% |
| 5Y | +24.3% | +277.9% | -253.5% | -31.7% |
| All | +888.8% | +1,330.5% | -441.7% | +259.6% |
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 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