+390.4%
DDOG vs XPO
+655.6%
-265.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | +2.9% | +9.0% | -6.1% | +0.1% |
| 30D | -31.6% | +4.2% | -35.8% | -32.6% |
| 3M | -27.0% | -8.7% | -18.3% | -25.2% |
| 6M | -10.3% | -2.8% | -7.5% | -10.4% |
| YTD | +35.4% | +41.9% | -6.4% | +15.8% |
| 1Y | -1.0% | +42.3% | -43.3% | -15.8% |
| 3Y | +76.7% | +127.3% | -50.6% | +19.2% |
| 5Y | -4.6% | +306.4% | -311.0% | -52.4% |
| All | +390.4% | +655.6% | -265.2% | +83.9% |
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