+4,404.4%
DELL vs XPO
+1,516.3%
+2,888.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | +8.2% | -5.7% | +13.9% | +10.2% |
| 30D | +17.1% | -12.8% | +29.9% | +22.4% |
| 3M | +45.2% | -20.0% | +65.1% | +55.6% |
| 6M | +286.8% | -6.0% | +292.8% | +293.5% |
| YTD | +354.8% | +34.0% | +320.7% | +312.3% |
| 1Y | +358.3% | +35.6% | +322.7% | +311.4% |
| 3Y | +724.9% | +152.3% | +572.6% | +498.3% |
| 5Y | +1,193.7% | +264.4% | +929.3% | +697.4% |
| All | +4,404.4% | +1,516.3% | +2,888.1% | +1,937.6% |
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