+115.6%
DT vs XPO
+681.5%
-565.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +3.5% | -10.4% | +13.9% | +6.6% |
| 3M | +26.7% | -15.7% | +42.4% | +32.1% |
| 6M | +36.1% | -6.3% | +42.5% | +36.2% |
| YTD | +18.6% | +34.2% | -15.5% | +4.6% |
| 1Y | +7.9% | +39.9% | -32.1% | -6.9% |
| 3Y | +8.6% | +155.2% | -146.7% | -28.6% |
| 5Y | -26.7% | +264.7% | -291.3% | -60.3% |
| All | +115.6% | +681.5% | -565.9% | -25.4% |
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