+87.8%
DT vs XPO
+726.4%
-638.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.9% |
| 7D | +3.1% | +9.0% | -5.8% | +0.6% |
| 30D | -29.5% | +4.2% | -33.7% | -30.4% |
| 3M | -11.7% | -8.7% | -3.1% | -9.8% |
| 6M | +29.0% | -2.8% | +31.8% | +28.5% |
| YTD | +3.4% | +41.9% | -38.5% | -10.5% |
| 1Y | -4.2% | +42.3% | -46.6% | -17.4% |
| 3Y | -12.8% | +127.3% | -140.1% | -39.8% |
| 5Y | -39.6% | +306.4% | -346.0% | -68.4% |
| All | +87.8% | +726.4% | -638.6% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling