+1,502.9%
DVA vs XPO
+10,152.6%
-8,649.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -2.0% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | -2.0% | -6.2% | +4.2% | -1.6% |
| 3M | -6.3% | -15.4% | +9.1% | -5.1% |
| 6M | +19.4% | +0.7% | +18.7% | +19.1% |
| YTD | +58.5% | +39.8% | +18.6% | +53.8% |
| 1Y | +33.9% | +43.3% | -9.4% | +29.4% |
| 3Y | +88.4% | +166.0% | -77.6% | +71.3% |
| 5Y | +39.5% | +274.2% | -234.7% | +21.7% |
| 10Y | +179.5% | +1,429.0% | -1,249.6% | +123.3% |
| All | +1,502.9% | +10,152.6% | -8,649.7% | +1,157.7% |
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