+583.4%
DG vs XPO
+13,720.0%
-13,136.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.1% |
| 7D | +8.4% | +2.4% | +6.0% | +8.1% |
| 30D | +4.9% | -3.5% | +8.5% | +5.2% |
| 3M | +29.3% | -11.9% | +41.3% | +30.7% |
| 6M | -11.3% | -10.0% | -1.3% | -10.6% |
| YTD | +1.8% | +42.1% | -40.3% | -1.9% |
| 1Y | +25.3% | +47.6% | -22.3% | +20.2% |
| 3Y | +9.1% | +153.6% | -144.5% | -3.0% |
| 5Y | -34.9% | +266.5% | -301.4% | -45.6% |
| 10Y | +108.2% | +1,460.4% | -1,352.3% | +49.4% |
| All | +583.4% | +13,720.0% | -13,136.6% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling