+600.6%
DIS vs XPO
+9,445.4%
-8,844.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +5.2% | -6.7% | +11.9% | +6.0% |
| 30D | +11.5% | -1.9% | +13.3% | +11.6% |
| 3M | +11.5% | -9.9% | +21.4% | +12.6% |
| 6M | +8.9% | -16.4% | +25.2% | +10.7% |
| YTD | +3.4% | +30.2% | -26.8% | -0.4% |
| 1Y | +7.2% | +29.9% | -22.7% | +3.2% |
| 3Y | +43.3% | +122.6% | -79.3% | +28.1% |
| 5Y | -31.4% | +278.9% | -310.3% | -43.1% |
| 10Y | +37.1% | +1,375.3% | -1,338.2% | +1.1% |
| All | +600.6% | +9,445.4% | -8,844.7% | +369.5% |
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