+8.9%
DOCS vs XPO
+155.9%
-147.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -3.5% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | +21.8% | -3.5% | +25.4% | +22.5% |
| 3M | +27.3% | -11.9% | +39.2% | +29.6% |
| 6M | -0.3% | -10.0% | +9.6% | +0.6% |
| YTD | -40.5% | +42.1% | -82.6% | -46.1% |
| 1Y | -61.5% | +47.6% | -109.1% | -65.7% |
| All | +8.9% | +155.9% | -147.0% | -20.6% |
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