+59.9%
DDOG vs XHB
+34.8%
+25.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +8.2% |
| 7D | +7.7% | -1.9% | +9.6% | +9.0% |
| 30D | -13.6% | -8.3% | -5.3% | -8.8% |
| 3M | -0.9% | -7.1% | +6.2% | +2.8% |
| 6M | +75.2% | -5.3% | +80.5% | +75.3% |
| YTD | +65.7% | -3.2% | +68.8% | +60.4% |
| 1Y | +60.4% | -13.9% | +74.2% | +70.3% |
| 3Y | +130.7% | +24.9% | +105.8% | +52.9% |
| 5Y | +59.9% | +34.5% | +25.4% | -1.6% |
| All | +59.9% | +34.8% | +25.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling