+76.9%
DDOG vs XME
+100.3%
-23.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | -2.3% | +1.5% | -3.8% | -2.8% |
| 30D | -35.8% | -7.3% | -28.6% | -34.0% |
| 3M | -25.3% | -17.4% | -7.9% | -20.4% |
| 6M | -8.9% | -21.8% | +13.0% | -1.1% |
| YTD | +35.6% | -6.0% | +41.6% | +32.5% |
| 1Y | -6.8% | +3.8% | -10.6% | -13.6% |
| All | +76.9% | +100.3% | -23.5% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling