+117.6%
DT vs XPO
+727.6%
-610.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.9% |
| 7D | -3.3% | +2.4% | -5.7% | -4.0% |
| 30D | +2.0% | -3.5% | +5.6% | +2.9% |
| 3M | +20.0% | -11.9% | +31.9% | +23.5% |
| 6M | +39.3% | -10.0% | +49.3% | +40.9% |
| YTD | +19.8% | +42.1% | -22.3% | +3.9% |
| 1Y | +4.3% | +47.6% | -43.3% | -11.3% |
| 3Y | +7.7% | +153.6% | -145.9% | -28.7% |
| 5Y | -26.8% | +266.5% | -293.3% | -60.4% |
| All | +117.6% | +727.6% | -610.0% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling