+61.6%
DDOG vs XLRE
+9.1%
+52.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.1% |
| 7D | -10.1% | -1.2% | -8.9% | -10.6% |
| 30D | -24.8% | -2.8% | -22.0% | -25.6% |
| 3M | -12.6% | -0.2% | -12.4% | -12.4% |
| 6M | +79.9% | +1.9% | +78.0% | +77.5% |
| YTD | +56.6% | +10.6% | +46.0% | +55.3% |
| 1Y | +61.6% | +8.8% | +52.8% | +60.9% |
| All | +61.6% | +9.1% | +52.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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