+7.7%
DIS vs XPO
+33.2%
-25.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.4% | -1.5% | +5.9% | +4.5% |
| 30D | +10.3% | +2.6% | +7.7% | +9.9% |
| 3M | +15.5% | -6.1% | +21.7% | +16.3% |
| 6M | +11.2% | -8.0% | +19.2% | +11.8% |
| YTD | +5.6% | +38.5% | -32.9% | -1.1% |
| 1Y | +7.7% | +35.0% | -27.3% | +1.2% |
| All | +7.7% | +33.2% | -25.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling