+66.4%
DOCN vs XPO
+330.8%
-264.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.2% | -9.7% | -12.6% |
| 7D | -29.3% | -3.6% | -25.7% | -27.7% |
| 30D | -46.0% | -3.8% | -42.2% | -44.9% |
| 3M | -43.2% | -11.8% | -31.4% | -39.4% |
| 6M | -53.7% | -15.0% | -38.8% | -50.0% |
| YTD | +46.9% | +29.9% | +17.1% | +25.4% |
| 1Y | +54.3% | +27.6% | +26.8% | +32.3% |
| 3Y | +185.5% | +121.9% | +63.6% | +65.5% |
| 5Y | -31.1% | +277.9% | -309.0% | -74.7% |
| All | +66.4% | +330.8% | -264.5% | -41.4% |
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