+235.8%
DOC vs XPO
+10,044.7%
-9,808.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +8.7% | +3.5% | +5.2% | +8.3% |
| 30D | +7.6% | +2.8% | +4.8% | +7.3% |
| 3M | -5.3% | -7.5% | +2.2% | -4.6% |
| 6M | +27.6% | -5.9% | +33.5% | +28.1% |
| YTD | +32.4% | +38.4% | -6.0% | +27.3% |
| 1Y | +22.9% | +33.7% | -10.8% | +18.4% |
| 3Y | +43.1% | +136.5% | -93.4% | +28.0% |
| 5Y | -21.4% | +285.6% | -306.9% | -34.4% |
| 10Y | +16.8% | +1,467.9% | -1,451.1% | -14.4% |
| All | +235.8% | +10,044.7% | -9,808.9% | +106.9% |
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 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