+324.3%
DOCN vs XPO
+155.9%
+168.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +0.7% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | -9.6% | -3.5% | -6.1% | -8.0% |
| 3M | -37.7% | -11.9% | -25.8% | -34.3% |
| 6M | +115.2% | -10.0% | +125.2% | +123.7% |
| YTD | +133.7% | +42.1% | +91.6% | +97.6% |
| 1Y | +250.2% | +47.6% | +202.6% | +187.1% |
| All | +324.3% | +155.9% | +168.4% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling