+248.1%
DGX vs XPO
+1,516.3%
-1,268.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.9% | -5.7% | +4.8% | -0.1% |
| 30D | -1.2% | -12.8% | +11.7% | +0.7% |
| 3M | +15.8% | -20.0% | +35.7% | +19.2% |
| 6M | +18.2% | -6.0% | +24.2% | +18.6% |
| YTD | +37.2% | +34.0% | +3.2% | +30.3% |
| 1Y | +30.4% | +35.6% | -5.2% | +23.1% |
| 3Y | +96.7% | +152.3% | -55.6% | +62.6% |
| 5Y | +67.2% | +264.4% | -197.2% | +24.9% |
| All | +248.1% | +1,516.3% | -1,268.2% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling