+203.8%
DHR vs XPO
+1,516.3%
-1,312.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.0% | -2.6% |
| 30D | -2.7% | -12.8% | +10.1% | -0.3% |
| 3M | +10.9% | -20.0% | +30.9% | +15.3% |
| 6M | +3.0% | -6.0% | +9.1% | +3.5% |
| YTD | -12.2% | +34.0% | -46.2% | -18.0% |
| 1Y | +3.3% | +35.6% | -32.2% | -4.2% |
| 3Y | -8.2% | +152.3% | -160.5% | -26.7% |
| 5Y | -29.9% | +264.4% | -294.3% | -50.1% |
| All | +203.8% | +1,516.3% | -1,312.5% | +70.0% |
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