-28.4%
DT vs XPO
+262.4%
-290.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +0.1% | -8.1% | +8.2% | +2.2% |
| 3M | +24.1% | -19.0% | +43.2% | +30.6% |
| 6M | +30.1% | -5.2% | +35.3% | +29.6% |
| YTD | +16.8% | +35.6% | -18.8% | +2.7% |
| 1Y | -0.1% | +41.1% | -41.2% | -14.0% |
| 3Y | +6.8% | +157.9% | -151.1% | -31.9% |
| 5Y | -28.4% | +265.6% | -294.0% | -62.6% |
| All | -28.4% | +262.4% | -290.8% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling