+16.4%
DOV vs XPO
+262.4%
-246.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +1.3% | -0.9% | +2.3% | +1.6% |
| 30D | -8.6% | -8.1% | -0.6% | -6.5% |
| 3M | -13.1% | -19.0% | +5.9% | -8.1% |
| 6M | -8.8% | -5.2% | -3.6% | -8.1% |
| YTD | -1.2% | +35.6% | -36.8% | -10.5% |
| 1Y | +10.7% | +41.1% | -30.4% | -1.7% |
| 3Y | +39.3% | +157.9% | -118.6% | -0.8% |
| 5Y | +16.4% | +265.6% | -249.2% | -31.1% |
| All | +16.4% | +262.4% | -246.0% | -31.1% |
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 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