-20.2%
DOW vs XPO
+133.2%
-153.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.8% |
| 7D | +5.2% | +9.0% | -3.7% | +3.3% |
| 30D | +13.2% | +4.2% | +9.0% | +12.1% |
| 3M | +10.1% | -8.7% | +18.7% | +11.9% |
| 6M | -13.1% | -2.8% | -10.3% | -13.5% |
| YTD | +46.1% | +41.9% | +4.3% | +29.5% |
| 1Y | +50.0% | +42.3% | +7.7% | +32.8% |
| 3Y | -20.2% | +127.3% | -147.5% | -37.5% |
| All | -20.2% | +133.2% | -153.5% | -37.5% |
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