+459.9%
DDOG vs XLRE
+40.7%
+419.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -6.1% | -0.3% | -5.8% | -5.8% |
| 30D | -10.1% | -2.4% | -7.7% | -8.7% |
| 3M | -9.3% | +0.6% | -9.8% | -9.9% |
| 6M | +67.2% | +3.9% | +63.2% | +60.9% |
| YTD | +54.6% | +10.5% | +44.1% | +41.9% |
| 1Y | +54.1% | +8.4% | +45.7% | +43.1% |
| 3Y | +115.3% | +32.8% | +82.5% | +67.7% |
| 5Y | +50.6% | +7.0% | +43.6% | +39.4% |
| All | +459.9% | +40.7% | +419.2% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling