+58.3%
DLR vs XPO
+153.8%
-95.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | -1.2% | -8.1% | +6.9% | +0.2% |
| 3M | +2.9% | -19.0% | +22.0% | +6.4% |
| 6M | +6.7% | -5.2% | +11.9% | +7.0% |
| YTD | +23.9% | +35.6% | -11.7% | +16.0% |
| 1Y | +18.6% | +41.1% | -22.5% | +9.7% |
| All | +58.3% | +153.8% | -95.5% | +28.9% |
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