+3,595.7%
DLR vs XPO
+13,321.4%
-9,725.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.2% |
| 7D | +1.6% | +2.4% | -0.8% | +1.3% |
| 30D | -3.4% | -3.5% | +0.2% | -3.0% |
| 3M | +0.5% | -11.9% | +12.4% | +1.7% |
| 6M | +4.6% | -10.0% | +14.5% | +5.4% |
| YTD | +23.4% | +42.1% | -18.7% | +18.2% |
| 1Y | +19.0% | +47.6% | -28.6% | +13.2% |
| 3Y | +56.5% | +153.6% | -97.1% | +38.5% |
| 5Y | +33.3% | +266.5% | -233.2% | +11.4% |
| 10Y | +165.1% | +1,460.4% | -1,295.3% | +89.8% |
| All | +3,595.7% | +13,321.4% | -9,725.7% | +2,028.6% |
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