+4,770.1%
DELL vs XPO
+1,432.9%
+3,337.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.4% |
| 7D | +25.6% | +2.7% | +22.9% | +24.5% |
| 30D | +17.7% | -6.2% | +23.8% | +20.2% |
| 3M | +33.4% | -15.4% | +48.8% | +40.5% |
| 6M | +266.2% | +0.7% | +265.5% | +264.3% |
| YTD | +328.0% | +39.8% | +288.2% | +282.8% |
| 1Y | +339.6% | +43.3% | +296.3% | +287.7% |
| 3Y | +694.6% | +166.0% | +528.6% | +466.8% |
| 5Y | +1,122.0% | +274.2% | +847.8% | +646.4% |
| 10Y | +4,062.5% | +1,429.0% | +2,633.4% | +1,727.8% |
| All | +4,770.1% | +1,432.9% | +3,337.2% | +2,039.5% |
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