+993.4%
DGX vs XPO
+9,839.2%
-8,845.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.2% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | -0.9% | -8.1% | +7.2% | -0.4% |
| 3M | +15.6% | -19.0% | +34.6% | +17.1% |
| 6M | +17.8% | -5.2% | +23.0% | +18.0% |
| YTD | +37.5% | +35.6% | +1.9% | +34.1% |
| 1Y | +31.2% | +41.1% | -9.9% | +27.3% |
| 3Y | +96.6% | +157.9% | -61.3% | +80.6% |
| 5Y | +64.9% | +265.6% | -200.7% | +45.6% |
| 10Y | +254.6% | +1,516.8% | -1,262.2% | +185.0% |
| All | +993.4% | +9,839.2% | -8,845.7% | +747.2% |
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