+1,055.3%
DELL vs XPO
+257.8%
+797.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | +14.9% | -10.4% | +25.2% | +19.7% |
| 3M | +37.2% | -15.7% | +52.9% | +45.6% |
| 6M | +254.0% | -6.3% | +260.3% | +261.2% |
| YTD | +306.1% | +34.2% | +272.0% | +264.0% |
| 1Y | +312.3% | +39.9% | +272.3% | +261.4% |
| 3Y | +654.0% | +155.2% | +498.8% | +430.7% |
| 5Y | +1,055.3% | +264.7% | +790.7% | +555.6% |
| All | +1,055.3% | +257.8% | +797.5% | +555.6% |
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 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