+30.9%
DOCU vs XPO
+155.9%
-125.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.7% |
| 7D | +6.9% | +2.4% | +4.5% | +6.4% |
| 30D | +19.0% | -3.5% | +22.5% | +19.8% |
| 3M | +34.3% | -11.9% | +46.2% | +37.5% |
| 6M | +48.0% | -10.0% | +58.0% | +49.7% |
| YTD | 0.0% | +42.1% | -42.1% | -10.3% |
| 1Y | -10.3% | +47.6% | -57.9% | -20.8% |
| All | +30.9% | +155.9% | -125.0% | -1.1% |
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