+34.0%
DGX vs XPO
+53.4%
-19.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.4% |
| 30D | +0.6% | -3.5% | +4.1% | +0.7% |
| 3M | +21.4% | -11.9% | +33.3% | +22.0% |
| 6M | +14.7% | -10.0% | +24.7% | +15.1% |
| YTD | +38.4% | +42.1% | -3.6% | +37.7% |
| 1Y | +34.0% | +47.6% | -13.6% | +32.4% |
| All | +34.0% | +53.4% | -19.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling