+46.0%
DGX vs XPO
+38.8%
+7.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +4.1% | +3.5% | +0.6% | +3.9% |
| 30D | +10.5% | +2.8% | +7.7% | +10.3% |
| 3M | +9.8% | -7.5% | +17.3% | +10.3% |
| 6M | +34.6% | -5.9% | +40.5% | +35.0% |
| YTD | +49.8% | +38.4% | +11.4% | +46.5% |
| 1Y | +46.0% | +33.7% | +12.3% | +42.8% |
| All | +46.0% | +38.8% | +7.3% | +42.8% |
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 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