+489.1%
DDOG vs XLRE
+39.1%
+450.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +3.9% | -1.2% | +5.0% | +4.7% |
| 30D | -8.2% | -2.4% | -5.8% | -6.7% |
| 3M | -5.6% | -2.5% | -3.1% | -4.2% |
| 6M | +73.5% | +4.0% | +69.5% | +66.9% |
| YTD | +62.7% | +9.3% | +53.4% | +50.3% |
| 1Y | +59.0% | +5.6% | +53.4% | +50.4% |
| 3Y | +117.1% | +31.3% | +85.8% | +70.4% |
| 5Y | +61.3% | +9.5% | +51.7% | +47.7% |
| All | +489.1% | +39.1% | +450.0% | +336.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling