-100.0%
DFNS vs XPO
+132.1%
-232.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.2% | -1.5% |
| 7D | -42.8% | -1.9% | -40.9% | -43.3% |
| 30D | -67.6% | +2.5% | -70.0% | -67.5% |
| 3M | -94.9% | -7.2% | -87.7% | -95.1% |
| 6M | -96.7% | -8.1% | -88.7% | -96.8% |
| YTD | -99.6% | +38.3% | -138.0% | -99.6% |
| 1Y | -99.7% | +33.6% | -133.3% | -99.7% |
| All | -100.0% | +132.1% | -232.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling