-3.4%
DDOG vs XME
+2.9%
-6.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -35.8% | -7.3% | -28.6% | -35.0% |
| 3M | -25.3% | -17.4% | -7.9% | -23.5% |
| 6M | -8.9% | -21.8% | +13.0% | -6.0% |
| YTD | +35.6% | -6.0% | +41.6% | +26.8% |
| All | -3.4% | +2.9% | -6.3% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling