+29.0%
DT vs XPO
-2.1%
+31.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | +3.1% | +9.0% | -5.8% | +2.8% |
| 30D | -29.5% | +4.2% | -33.7% | -29.5% |
| 3M | -11.7% | -8.7% | -3.1% | -12.3% |
| 6M | +29.0% | -2.8% | +31.8% | +28.2% |
| All | +29.0% | -2.1% | +31.1% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling