+489.1%
DDOG vs XPO
+614.0%
-124.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.9% | -5.7% | +9.5% | +5.7% |
| 30D | -8.2% | -12.8% | +4.6% | -4.2% |
| 3M | -5.6% | -20.0% | +14.4% | +0.9% |
| 6M | +73.5% | -6.0% | +79.6% | +74.1% |
| YTD | +62.7% | +34.0% | +28.6% | +42.0% |
| 1Y | +59.0% | +35.6% | +23.4% | +36.8% |
| 3Y | +117.1% | +152.3% | -35.2% | +40.1% |
| 5Y | +61.3% | +264.4% | -203.1% | -17.1% |
| All | +489.1% | +614.0% | -124.8% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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