+2.3%
DLTR vs XPO
+151.2%
-148.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -9.4% | -1.3% | -8.1% | -9.2% |
| 30D | -7.3% | -10.4% | +3.0% | -5.9% |
| 3M | +7.6% | -15.7% | +23.2% | +10.1% |
| 6M | +1.6% | -6.3% | +7.9% | +2.2% |
| YTD | -3.5% | +34.2% | -37.7% | -8.3% |
| 1Y | +20.0% | +39.9% | -19.9% | +13.3% |
| All | +2.3% | +151.2% | -148.9% | -14.4% |
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 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