+59.0%
DDOG vs XPO
+39.1%
+19.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.9% | -5.7% | +9.5% | +3.7% |
| 30D | -8.2% | -12.8% | +4.6% | -8.7% |
| 3M | -5.6% | -20.0% | +14.4% | -6.9% |
| 6M | +73.5% | -6.0% | +79.6% | +72.3% |
| YTD | +62.7% | +34.0% | +28.6% | +59.3% |
| 1Y | +59.0% | +35.6% | +23.4% | +56.7% |
| All | +59.0% | +39.1% | +19.9% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling