+251.0%
DIA vs XPO
+1,410.5%
-1,159.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -2.7% | -8.1% | +5.4% | -1.1% |
| 3M | +3.3% | -19.0% | +22.3% | +7.5% |
| 6M | +10.4% | -5.2% | +15.6% | +10.9% |
| YTD | +10.0% | +35.6% | -25.6% | +1.8% |
| 1Y | +16.2% | +41.1% | -24.9% | +6.0% |
| 3Y | +58.7% | +157.9% | -99.2% | +21.6% |
| 5Y | +63.6% | +265.6% | -202.1% | +10.2% |
| 10Y | +251.0% | +1,516.8% | -1,265.8% | +67.0% |
| All | +251.0% | +1,410.5% | -1,159.4% | +67.0% |
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