-50.3%
DOCS vs XPO
+272.7%
-323.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -4.2% |
| 7D | -1.4% | +2.4% | -3.8% | -2.3% |
| 30D | +21.8% | -3.5% | +25.4% | +23.2% |
| 3M | +27.3% | -11.9% | +39.2% | +31.7% |
| 6M | -0.3% | -10.0% | +9.6% | +1.1% |
| YTD | -40.5% | +42.1% | -82.6% | -49.8% |
| 1Y | -61.5% | +47.6% | -109.1% | -68.4% |
| 3Y | +8.2% | +153.6% | -145.4% | -36.7% |
| 5Y | -73.4% | +266.5% | -339.9% | -88.8% |
| All | -50.3% | +272.7% | -323.0% | -78.8% |
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