+37.2%
DIS vs XPO
+133.2%
-96.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +1.9% | +9.0% | -7.1% | +0.3% |
| 30D | +9.2% | +4.2% | +5.0% | +8.2% |
| 3M | +13.5% | -8.7% | +22.2% | +15.2% |
| 6M | +14.3% | -2.8% | +17.0% | +14.0% |
| YTD | +5.4% | +41.9% | -36.5% | -3.4% |
| 1Y | +12.2% | +42.3% | -30.2% | +2.5% |
| 3Y | +37.2% | +127.3% | -90.1% | +11.9% |
| All | +37.2% | +133.2% | -96.0% | +11.9% |
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