-98.3%
DFNS vs XPO
+53.4%
-151.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +2.0% |
| 7D | -16.0% | +2.4% | -18.4% | -15.4% |
| 30D | -77.7% | -3.5% | -74.2% | -78.1% |
| 3M | -77.2% | -11.9% | -65.3% | -77.2% |
| 6M | -95.2% | -10.0% | -85.2% | -95.2% |
| YTD | -98.0% | +42.1% | -140.0% | -98.3% |
| 1Y | -98.3% | +47.6% | -145.9% | -98.5% |
| All | -98.3% | +53.4% | -151.7% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling