+796.3%
DIA vs XPO
+10,300.9%
-9,504.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | +2.1% | +9.0% | -6.8% | +1.2% |
| 30D | +1.5% | +4.2% | -2.7% | +1.0% |
| 3M | -2.4% | -8.7% | +6.2% | -1.6% |
| 6M | +6.0% | -2.8% | +8.7% | +6.0% |
| YTD | +10.1% | +41.9% | -31.8% | +5.6% |
| 1Y | +11.8% | +42.3% | -30.5% | +7.2% |
| 3Y | +59.7% | +127.3% | -67.6% | +44.0% |
| 5Y | +57.9% | +306.4% | -248.5% | +32.1% |
| 10Y | +236.2% | +1,290.9% | -1,054.7% | +152.8% |
| All | +796.3% | +10,300.9% | -9,504.7% | +503.5% |
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