-99.9%
DFNS vs XPO
+159.4%
-259.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.2% |
| 7D | +0.8% | +2.7% | -1.9% | +1.6% |
| 30D | -73.2% | -6.2% | -67.0% | -74.0% |
| 3M | -72.4% | -15.4% | -57.0% | -72.9% |
| 6M | -95.2% | +0.7% | -96.0% | -95.2% |
| YTD | -98.0% | +39.8% | -137.8% | -97.8% |
| 1Y | -98.3% | +43.3% | -141.6% | -98.1% |
| 3Y | -99.9% | +166.0% | -265.9% | -99.9% |
| All | -99.9% | +159.4% | -259.3% | -99.9% |
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