+22.3%
DIS vs XPO
+1,410.5%
-1,388.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.1% |
| 7D | -3.5% | -0.9% | -2.6% | -3.4% |
| 30D | +1.0% | -8.1% | +9.1% | +2.8% |
| 3M | +5.7% | -19.0% | +24.7% | +10.5% |
| 6M | +3.3% | -5.2% | +8.4% | +3.6% |
| YTD | -7.7% | +35.6% | -43.3% | -15.7% |
| 1Y | -10.0% | +41.1% | -51.1% | -19.0% |
| 3Y | +31.7% | +157.9% | -126.2% | -2.5% |
| 5Y | -42.2% | +265.6% | -307.8% | -62.8% |
| 10Y | +22.3% | +1,516.8% | -1,494.5% | -41.6% |
| All | +22.3% | +1,410.5% | -1,388.1% | -41.6% |
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