+121.1%
DDOG vs XHB
+24.0%
+97.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.6% |
| 7D | +7.7% | -1.9% | +9.6% | +8.2% |
| 30D | -13.6% | -8.3% | -5.3% | -11.6% |
| 3M | -0.9% | -7.1% | +6.2% | +0.7% |
| 6M | +75.2% | -5.3% | +80.5% | +75.4% |
| YTD | +65.7% | -3.2% | +68.8% | +63.2% |
| 1Y | +60.4% | -13.9% | +74.2% | +66.9% |
| All | +121.1% | +24.0% | +97.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling