-12.1%
DOW vs XPO
+947.2%
-959.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.4% | -5.7% | +4.3% | +0.4% |
| 30D | -3.9% | -12.8% | +8.9% | +0.1% |
| 3M | -12.7% | -20.0% | +7.3% | -6.9% |
| 6M | -13.7% | -6.0% | -7.6% | -13.9% |
| YTD | +28.4% | +34.0% | -5.7% | +12.6% |
| 1Y | +21.8% | +35.6% | -13.8% | +5.2% |
| 3Y | -35.7% | +152.3% | -188.0% | -58.3% |
| 5Y | -36.8% | +264.4% | -301.2% | -66.9% |
| All | -12.1% | +947.2% | -959.3% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling