+95.3%
DOCU vs XPO
+121.4%
-26.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | -0.7% |
| 7D | -3.2% | -3.6% | +0.4% | -2.5% |
| 30D | +15.7% | -3.8% | +19.5% | +16.5% |
| 3M | +37.3% | -11.8% | +49.1% | +40.7% |
| 6M | +63.1% | -15.0% | +78.1% | +67.8% |
| YTD | +15.4% | +29.9% | -14.5% | +5.2% |
| 1Y | +11.3% | +27.6% | -16.3% | +1.7% |
| All | +95.3% | +121.4% | -26.1% | +49.4% |
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 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