+467.1%
DDOG vs XHB
+152.1%
+314.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.4% |
| 7D | -10.1% | -1.3% | -8.9% | -9.5% |
| 30D | -24.8% | -6.9% | -17.9% | -21.7% |
| 3M | -12.6% | -1.3% | -11.3% | -12.9% |
| 6M | +79.9% | -6.8% | +86.7% | +82.6% |
| YTD | +56.6% | +0.7% | +55.8% | +49.8% |
| 1Y | +61.6% | -11.2% | +72.8% | +67.3% |
| 3Y | +117.9% | +25.3% | +92.5% | +69.4% |
| 5Y | +54.2% | +37.3% | +16.9% | +10.3% |
| All | +467.1% | +152.1% | +314.9% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling