+76.9%
DDOG vs XPO
+128.1%
-51.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +5.6% | +6.9% | -1.2% | +4.3% |
| 30D | -34.9% | +4.1% | -39.0% | -35.5% |
| 3M | -23.4% | -9.7% | -13.7% | -22.0% |
| 6M | -7.7% | -3.8% | -4.0% | -7.4% |
| YTD | +35.6% | +38.8% | -3.1% | +20.9% |
| 1Y | -3.4% | +34.2% | -37.6% | -13.3% |
| All | +76.9% | +128.1% | -51.2% | +30.9% |
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