+16.8%
DOC vs XPO
+1,479.8%
-1,462.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | +8.7% | +3.5% | +5.2% | +8.0% |
| 30D | +7.6% | +2.8% | +4.8% | +7.0% |
| 3M | -5.3% | -7.5% | +2.2% | -4.1% |
| 6M | +27.6% | -5.9% | +33.5% | +28.5% |
| YTD | +32.4% | +38.4% | -6.0% | +22.5% |
| 1Y | +22.9% | +33.7% | -10.8% | +14.2% |
| 3Y | +43.1% | +136.5% | -93.4% | +13.4% |
| 5Y | -21.4% | +285.6% | -306.9% | -46.7% |
| 10Y | +16.8% | +1,467.9% | -1,451.1% | -36.9% |
| All | +16.8% | +1,479.8% | -1,462.9% | -36.9% |
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 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