+19.8%
DDOG vs XBI
+47.5%
-27.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.7% | -17.1% | -14.7% |
| 7D | -32.2% | +1.0% | -33.2% | -32.3% |
| 30D | -31.7% | +1.9% | -33.6% | -32.1% |
| 3M | -34.5% | +4.8% | -39.3% | -35.3% |
| 6M | +28.7% | +19.3% | +9.4% | +24.1% |
| YTD | +38.8% | +30.6% | +8.2% | +27.8% |
| 1Y | +19.8% | +47.9% | -28.1% | +7.7% |
| All | +19.8% | +47.5% | -27.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling