+20.3%
DOC vs XPO
+25.9%
-5.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +5.9% | +0.4% |
| 7D | +6.2% | -3.6% | +9.8% | +6.6% |
| 30D | +6.5% | -3.8% | +10.3% | +6.9% |
| 3M | -6.2% | -11.8% | +5.6% | -4.9% |
| 6M | +25.6% | -15.0% | +40.6% | +27.8% |
| YTD | +32.1% | +29.9% | +2.2% | +30.4% |
| 1Y | +20.3% | +27.6% | -7.3% | +18.7% |
| All | +20.3% | +25.9% | -5.7% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling