+134.2%
DTE vs XPO
+1,516.3%
-1,382.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -5.7% | +3.1% | -1.9% |
| 30D | -4.4% | -12.8% | +8.4% | -3.0% |
| 3M | -8.3% | -20.0% | +11.6% | -6.2% |
| 6M | -8.1% | -6.0% | -2.0% | -7.8% |
| YTD | +4.4% | +34.0% | -29.6% | +0.1% |
| 1Y | +0.2% | +35.6% | -35.4% | -4.4% |
| 3Y | +42.6% | +152.3% | -109.7% | +21.8% |
| 5Y | +31.5% | +264.4% | -232.9% | +3.2% |
| All | +134.2% | +1,516.3% | -1,382.1% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling