+980.0%
DTE vs XPO
+9,839.2%
-8,859.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -0.5% | -8.1% | +7.6% | -0.1% |
| 3M | -6.0% | -19.0% | +13.0% | -5.1% |
| 6M | -7.2% | -5.2% | -2.0% | -7.1% |
| YTD | +7.2% | +35.6% | -28.4% | +5.2% |
| 1Y | +4.1% | +41.1% | -37.0% | +1.8% |
| 3Y | +46.9% | +157.9% | -111.0% | +37.9% |
| 5Y | +32.9% | +265.6% | -232.7% | +21.0% |
| 10Y | +144.5% | +1,516.8% | -1,372.3% | +108.9% |
| All | +980.0% | +9,839.2% | -8,859.2% | +778.8% |
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