+196.8%
DKS vs XPO
+1,516.3%
-1,319.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -5.7% | +2.7% | -1.0% |
| 30D | -33.4% | -12.8% | -20.6% | -30.2% |
| 3M | -39.4% | -20.0% | -19.4% | -34.8% |
| 6M | -30.1% | -6.0% | -24.1% | -29.4% |
| YTD | -31.0% | +34.0% | -65.0% | -39.2% |
| 1Y | -40.2% | +35.6% | -75.7% | -48.0% |
| 3Y | +30.9% | +152.3% | -121.3% | -12.8% |
| 5Y | +14.0% | +264.4% | -250.3% | -37.5% |
| All | +196.8% | +1,516.3% | -1,319.5% | -4.4% |
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