+34.8%
DIS vs XPO
+165.6%
-130.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.5% |
| 7D | -2.6% | +2.4% | -5.0% | -3.1% |
| 30D | +3.5% | -3.5% | +7.0% | +4.0% |
| 3M | +6.8% | -11.9% | +18.8% | +9.0% |
| 6M | +3.0% | -10.0% | +12.9% | +4.2% |
| YTD | -6.7% | +42.1% | -48.8% | -14.2% |
| 1Y | -10.1% | +47.6% | -57.7% | -18.2% |
| All | +34.8% | +165.6% | -130.8% | +9.7% |
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