+3.7%
DT vs XPO
+161.8%
-158.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | -4.9% | +2.7% | -7.5% | -5.3% |
| 30D | +2.7% | -6.2% | +8.9% | +3.6% |
| 3M | +20.0% | -15.4% | +35.4% | +22.7% |
| 6M | +28.0% | +0.7% | +27.3% | +26.2% |
| YTD | +16.0% | +39.8% | -23.8% | +5.9% |
| 1Y | +0.7% | +43.3% | -42.6% | -9.0% |
| All | +3.7% | +161.8% | -158.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling