+61.7%
DDOG vs XME
+167.8%
-106.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | +0.2% |
| 7D | +3.2% | -3.0% | +6.3% | +4.7% |
| 30D | -10.2% | -2.6% | -7.6% | -9.4% |
| 3M | -2.6% | +2.2% | -4.7% | -4.4% |
| 6M | +80.1% | +0.7% | +79.4% | +75.4% |
| YTD | +63.0% | +10.9% | +52.1% | +47.7% |
| 1Y | +59.4% | +35.7% | +23.7% | +27.2% |
| 3Y | +127.0% | +127.1% | -0.1% | +27.8% |
| 5Y | +61.7% | +168.5% | -106.8% | -14.2% |
| All | +61.7% | +167.8% | -106.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling