+66.6%
DRI vs XPO
+262.4%
-195.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.0% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | -3.9% | -8.1% | +4.2% | -2.4% |
| 3M | +5.1% | -19.0% | +24.1% | +9.3% |
| 6M | +5.5% | -5.2% | +10.7% | +5.8% |
| YTD | +16.5% | +35.6% | -19.1% | +7.8% |
| 1Y | +2.0% | +41.1% | -39.1% | -7.0% |
| 3Y | +54.5% | +157.9% | -103.4% | +15.8% |
| 5Y | +66.6% | +265.6% | -199.0% | +5.0% |
| All | +66.6% | +262.4% | -195.8% | +5.0% |
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 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