+59.7%
DIA vs XPO
+133.2%
-73.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | +2.1% | +9.0% | -6.8% | +0.7% |
| 30D | +1.5% | +4.2% | -2.7% | +0.8% |
| 3M | -2.4% | -8.7% | +6.2% | -1.2% |
| 6M | +6.0% | -2.8% | +8.7% | +5.9% |
| YTD | +10.1% | +41.9% | -31.8% | +2.9% |
| 1Y | +11.8% | +42.3% | -30.5% | +4.4% |
| 3Y | +59.7% | +127.3% | -67.6% | +37.9% |
| All | +59.7% | +133.2% | -73.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling