-39.5%
DT vs XPO
+313.2%
-352.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.7% | +6.9% | -4.1% | +0.9% |
| 30D | -30.4% | +4.1% | -34.5% | -31.2% |
| 3M | -9.4% | -9.7% | +0.3% | -7.2% |
| 6M | +14.5% | -3.8% | +18.3% | +14.4% |
| YTD | +3.6% | +38.8% | -35.2% | -9.6% |
| 1Y | -3.4% | +34.2% | -37.7% | -15.1% |
| 3Y | -11.1% | +126.9% | -138.0% | -39.9% |
| 5Y | -39.5% | +297.5% | -336.9% | -69.2% |
| All | -39.5% | +313.2% | -352.7% | -69.2% |
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 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