+88.4%
DVA vs XPO
+151.2%
-62.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +1.7% | -10.4% | +12.0% | +2.7% |
| 3M | -8.7% | -15.7% | +7.0% | -7.3% |
| 6M | +19.7% | -6.3% | +26.0% | +20.1% |
| YTD | +59.6% | +34.2% | +25.4% | +55.0% |
| 1Y | +37.1% | +39.9% | -2.8% | +32.7% |
| All | +88.4% | +151.2% | -62.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling