-4.2%
DT vs XPO
+38.7%
-43.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.1% |
| 7D | +3.1% | +9.0% | -5.8% | +3.5% |
| 30D | -29.5% | +4.2% | -33.7% | -29.4% |
| 3M | -11.7% | -8.7% | -3.1% | -12.4% |
| 6M | +29.0% | -2.8% | +31.8% | +28.7% |
| YTD | +3.4% | +41.9% | -38.5% | +0.1% |
| 1Y | -4.2% | +42.3% | -46.6% | -7.3% |
| All | -4.2% | +38.7% | -43.0% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling