+489.1%
DDOG vs XME
+356.5%
+132.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +3.9% | -4.2% | +8.1% | +5.6% |
| 30D | -8.2% | -2.7% | -5.5% | -7.5% |
| 3M | -5.6% | -3.9% | -1.6% | -4.6% |
| 6M | +73.5% | -1.0% | +74.5% | +71.2% |
| YTD | +62.7% | +9.8% | +52.9% | +52.0% |
| 1Y | +59.0% | +32.5% | +26.4% | +36.4% |
| 3Y | +117.1% | +124.3% | -7.2% | +46.3% |
| 5Y | +61.3% | +165.8% | -104.5% | +4.2% |
| All | +489.1% | +356.5% | +132.6% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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