-10.8%
DOW vs XPO
+1,010.0%
-1,020.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -4.5% |
| 7D | -2.4% | +2.4% | -4.8% | -3.2% |
| 30D | +0.4% | -3.5% | +3.9% | +1.2% |
| 3M | -14.4% | -11.9% | -2.5% | -11.6% |
| 6M | -7.0% | -10.0% | +3.0% | -5.9% |
| YTD | +30.2% | +42.1% | -11.9% | +12.1% |
| 1Y | +29.2% | +47.6% | -18.4% | +8.6% |
| 3Y | -36.7% | +153.6% | -190.3% | -58.9% |
| 5Y | -37.7% | +266.5% | -304.2% | -67.1% |
| All | -10.8% | +1,010.0% | -1,020.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling