+1,006.9%
DUK vs XPO
+10,152.6%
-9,145.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +0.7% | +2.7% | -2.0% | +0.6% |
| 30D | -2.0% | -6.2% | +4.1% | -1.8% |
| 3M | +0.2% | -15.4% | +15.6% | +0.8% |
| 6M | -6.9% | +0.7% | -7.6% | -7.1% |
| YTD | +6.1% | +39.8% | -33.7% | +4.5% |
| 1Y | +4.4% | +43.3% | -38.9% | +2.6% |
| 3Y | +49.1% | +166.0% | -116.9% | +41.6% |
| 5Y | +39.6% | +274.2% | -234.6% | +29.3% |
| 10Y | +125.1% | +1,429.0% | -1,303.9% | +96.8% |
| All | +1,006.9% | +10,152.6% | -9,145.7% | +798.9% |
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