+2,264.9%
DRI vs XPO
+10,316.6%
-8,051.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.1% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | +3.8% | -3.5% | +7.4% | +4.2% |
| 3M | +13.0% | -11.9% | +24.9% | +14.5% |
| 6M | +8.3% | -10.0% | +18.3% | +9.2% |
| YTD | +20.6% | +42.1% | -21.5% | +14.7% |
| 1Y | +6.5% | +47.6% | -41.1% | +0.4% |
| 3Y | +53.7% | +153.6% | -99.9% | +32.8% |
| 5Y | +72.7% | +266.5% | -193.8% | +39.5% |
| 10Y | +363.2% | +1,460.4% | -1,097.3% | +229.3% |
| All | +2,264.9% | +10,316.6% | -8,051.7% | +1,344.1% |
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