-76.5%
DOCU vs XPO
+265.7%
-342.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +1.9% |
| 7D | +6.9% | +2.4% | +4.5% | +5.9% |
| 30D | +19.0% | -3.5% | +22.5% | +20.6% |
| 3M | +34.3% | -11.9% | +46.2% | +40.3% |
| 6M | +48.0% | -10.0% | +58.0% | +50.9% |
| YTD | 0.0% | +42.1% | -42.1% | -18.1% |
| 1Y | -10.3% | +47.6% | -57.9% | -28.6% |
| 3Y | +32.4% | +153.6% | -121.2% | -30.5% |
| All | -76.5% | +265.7% | -342.3% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling