+62.5%
DRAM vs XPO
-3.4%
+65.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.5% |
| 7D | -16.6% | +3.5% | -20.2% | -18.3% |
| 30D | -26.9% | +2.8% | -29.7% | -28.5% |
| 3M | -17.8% | -7.5% | -10.3% | -13.3% |
| 6M | +6.2% | -5.9% | +12.2% | +13.0% |
| All | +62.5% | -3.4% | +65.9% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling