+2,416.7%
DRI vs XPO
+10,095.4%
-7,678.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +14.7% | +4.7% | +10.0% | +14.0% |
| 3M | +5.4% | -7.1% | +12.5% | +6.3% |
| 6M | +18.8% | -6.3% | +25.1% | +19.3% |
| YTD | +28.4% | +39.1% | -10.7% | +22.3% |
| 1Y | +37.7% | +36.7% | +1.0% | +31.3% |
| 3Y | +68.0% | +127.4% | -59.5% | +47.3% |
| 5Y | +78.8% | +315.0% | -236.2% | +42.6% |
| 10Y | +334.2% | +1,263.5% | -929.3% | +211.1% |
| All | +2,416.7% | +10,095.4% | -7,678.7% | +1,439.7% |
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