+55.8%
DOCS vs XPO
+121.4%
-65.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.2% | +1.9% | -3.3% |
| 7D | -1.3% | -3.6% | +2.2% | -0.8% |
| 30D | +19.4% | -3.8% | +23.2% | +20.1% |
| 3M | +53.4% | -11.8% | +65.2% | +56.3% |
| 6M | +28.8% | -15.0% | +43.7% | +31.3% |
| YTD | -25.1% | +29.9% | -54.9% | -31.1% |
| 1Y | -48.1% | +27.6% | -75.7% | -52.3% |
| All | +55.8% | +121.4% | -65.6% | +11.7% |
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