+240.2%
DOC vs XPO
+10,316.6%
-10,076.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.3% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | -4.8% | -3.5% | -1.2% | -4.5% |
| 3M | +6.9% | -11.9% | +18.8% | +8.1% |
| 6M | +20.7% | -10.0% | +30.7% | +21.6% |
| YTD | +34.1% | +42.1% | -7.9% | +28.7% |
| 1Y | +22.6% | +47.6% | -25.0% | +16.9% |
| 3Y | +20.8% | +153.6% | -132.8% | +7.2% |
| 5Y | -24.9% | +266.5% | -291.4% | -37.1% |
| 10Y | -1.8% | +1,460.4% | -1,462.3% | -28.1% |
| All | +240.2% | +10,316.6% | -10,076.4% | +109.2% |
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