-35.5%
DG vs XPO
+306.2%
-341.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.6% |
| 7D | +0.3% | +9.0% | -8.7% | -0.6% |
| 30D | +3.2% | +4.2% | -0.9% | +2.8% |
| 3M | +10.4% | -8.7% | +19.1% | +11.3% |
| 6M | +33.2% | -2.8% | +35.9% | +33.2% |
| YTD | +3.0% | +41.9% | -38.9% | -0.5% |
| 1Y | +31.2% | +42.3% | -11.1% | +26.7% |
| 3Y | +21.8% | +127.3% | -105.4% | +8.5% |
| All | -35.5% | +306.2% | -341.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling