+164.6%
DOCN vs XPO
+371.4%
-206.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +0.4% |
| 7D | +1.1% | +2.4% | -1.3% | -0.3% |
| 30D | -9.6% | -3.5% | -6.1% | -7.8% |
| 3M | -37.7% | -11.9% | -25.8% | -33.8% |
| 6M | +115.2% | -10.0% | +125.2% | +125.3% |
| YTD | +133.7% | +42.1% | +91.6% | +90.7% |
| 1Y | +250.2% | +47.6% | +202.6% | +175.0% |
| 3Y | +320.3% | +153.6% | +166.7% | +125.0% |
| 5Y | +53.1% | +266.5% | -213.4% | -45.0% |
| All | +164.6% | +371.4% | -206.8% | -10.8% |
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