+115.3%
DDOG vs XPO
+159.4%
-44.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -6.1% | +2.7% | -8.8% | -6.6% |
| 30D | -10.1% | -6.2% | -4.0% | -9.0% |
| 3M | -9.3% | -15.4% | +6.1% | -6.4% |
| 6M | +67.2% | +0.7% | +66.4% | +64.8% |
| YTD | +54.6% | +39.8% | +14.7% | +37.8% |
| 1Y | +54.1% | +43.3% | +10.8% | +35.1% |
| 3Y | +115.3% | +166.0% | -50.8% | +52.9% |
| All | +115.3% | +159.4% | -44.2% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling