-48.1%
DOCS vs XPO
+28.2%
-76.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.8% | -6.7% | +5.9% | -1.1% |
| 30D | +17.4% | -1.9% | +19.3% | +17.4% |
| 3M | +57.4% | -9.9% | +67.2% | +56.8% |
| 6M | +26.5% | -16.4% | +42.9% | +26.2% |
| YTD | -26.6% | +30.2% | -56.8% | -29.1% |
| 1Y | -48.1% | +29.9% | -77.9% | -50.4% |
| All | -48.1% | +28.2% | -76.3% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling