+7.7%
DG vs XPO
+161.8%
-154.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.9% |
| 7D | -2.5% | +2.7% | -5.1% | -2.6% |
| 30D | +1.0% | -6.2% | +7.2% | +1.3% |
| 3M | +20.3% | -15.4% | +35.7% | +21.2% |
| 6M | -11.7% | +0.7% | -12.5% | -11.7% |
| YTD | -2.3% | +39.8% | -42.2% | -3.0% |
| 1Y | +20.0% | +43.3% | -23.3% | +19.1% |
| All | +7.7% | +161.8% | -154.1% | +1.8% |
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