+489.1%
DDOG vs XHB
+140.4%
+348.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | +3.9% | -4.6% | +8.5% | +6.7% |
| 30D | -8.2% | -9.1% | +1.0% | -3.2% |
| 3M | -5.6% | -8.6% | +3.0% | -1.5% |
| 6M | +73.5% | -4.0% | +77.5% | +72.5% |
| YTD | +62.7% | -3.9% | +66.6% | +59.8% |
| 1Y | +59.0% | -16.5% | +75.4% | +70.7% |
| 3Y | +117.1% | +22.6% | +94.6% | +70.4% |
| 5Y | +61.3% | +33.9% | +27.3% | +17.3% |
| All | +489.1% | +140.4% | +348.7% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling