-38.7%
DG vs XPO
+257.8%
-296.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | -6.3% | -1.3% | -5.0% | -6.2% |
| 30D | +2.4% | -10.4% | +12.8% | +3.5% |
| 3M | +12.4% | -15.7% | +28.1% | +14.1% |
| 6M | -14.9% | -6.3% | -8.6% | -14.5% |
| YTD | -6.1% | +34.2% | -40.2% | -8.7% |
| 1Y | +17.9% | +39.9% | -22.1% | +13.9% |
| 3Y | +3.1% | +155.2% | -152.1% | -10.1% |
| 5Y | -38.7% | +264.7% | -303.3% | -53.0% |
| All | -38.7% | +257.8% | -296.5% | -53.0% |
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 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