+812.7%
DIA vs XPO
+10,316.6%
-9,503.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.0% |
| 7D | -0.2% | +2.4% | -2.6% | -0.5% |
| 30D | -1.5% | -3.5% | +2.0% | -1.2% |
| 3M | +3.8% | -11.9% | +15.7% | +4.9% |
| 6M | +10.3% | -10.0% | +20.2% | +11.1% |
| YTD | +12.1% | +42.1% | -30.0% | +7.6% |
| 1Y | +18.6% | +47.6% | -29.0% | +13.2% |
| 3Y | +60.6% | +153.6% | -92.9% | +43.2% |
| 5Y | +64.4% | +266.5% | -202.1% | +38.8% |
| 10Y | +250.1% | +1,460.4% | -1,210.3% | +161.8% |
| All | +812.7% | +10,316.6% | -9,503.9% | +514.9% |
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 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