-100.0%
DFNS vs XPO
+580.8%
-680.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.3% |
| 7D | -6.0% | +9.0% | -14.9% | -5.0% |
| 30D | -71.2% | +4.2% | -75.4% | -71.1% |
| 3M | -94.5% | -8.7% | -85.9% | -94.6% |
| 6M | -96.5% | -2.8% | -93.8% | -96.6% |
| YTD | -99.6% | +41.9% | -141.5% | -99.6% |
| 1Y | -99.7% | +42.3% | -142.0% | -99.7% |
| 3Y | -100.0% | +127.3% | -227.2% | -100.0% |
| 5Y | -100.0% | +306.4% | -406.4% | -100.0% |
| All | -100.0% | +580.8% | -680.8% | -100.0% |
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