-96.2%
DFNS vs XPO
-5.7%
-90.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.2% | -19.1% | -19.6% |
| 7D | -12.7% | +6.9% | -19.5% | -5.2% |
| 30D | -65.2% | +4.1% | -69.3% | -64.3% |
| 3M | -94.6% | -9.7% | -84.8% | -96.9% |
| 6M | -96.2% | -3.8% | -92.5% | -97.2% |
| All | -96.2% | -5.7% | -90.5% | -97.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling