-27.5%
DOCN vs XPO
+306.2%
-333.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.4% |
| 7D | +19.1% | +9.0% | +10.1% | +13.7% |
| 30D | -21.0% | +4.2% | -25.2% | -22.6% |
| 3M | -34.7% | -8.7% | -26.1% | -31.6% |
| 6M | -45.8% | -2.8% | -43.0% | -45.5% |
| YTD | +79.4% | +41.9% | +37.5% | +45.0% |
| 1Y | +91.0% | +42.3% | +48.7% | +53.2% |
| 3Y | +237.5% | +127.3% | +110.2% | +88.2% |
| All | -27.5% | +306.2% | -333.7% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling