+13.7%
DOC vs XPO
+1,330.5%
-1,316.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +5.9% | +0.9% |
| 7D | +6.2% | -3.6% | +9.8% | +6.9% |
| 30D | +6.5% | -3.8% | +10.3% | +7.2% |
| 3M | -6.2% | -11.8% | +5.6% | -4.2% |
| 6M | +25.6% | -15.0% | +40.6% | +28.9% |
| YTD | +32.1% | +29.9% | +2.2% | +23.7% |
| 1Y | +20.3% | +27.6% | -7.3% | +12.8% |
| 3Y | +42.7% | +121.9% | -79.2% | +14.5% |
| 5Y | -22.2% | +277.9% | -300.0% | -47.1% |
| All | +13.7% | +1,330.5% | -1,316.8% | -35.6% |
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 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