+181.2%
DLR vs XPO
+1,266.4%
-1,085.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | +3.3% | +9.0% | -5.6% | +1.8% |
| 30D | +4.6% | +4.2% | +0.4% | +3.8% |
| 3M | -8.3% | -8.7% | +0.4% | -7.0% |
| 6M | -5.6% | -2.8% | -2.9% | -5.7% |
| YTD | +18.7% | +41.9% | -23.1% | +10.7% |
| 1Y | +17.1% | +42.3% | -25.2% | +8.9% |
| 3Y | +54.4% | +127.3% | -72.9% | +29.1% |
| 5Y | +36.5% | +306.4% | -269.9% | -0.1% |
| All | +181.2% | +1,266.4% | -1,085.2% | +81.7% |
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 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