-4.4%
DDOG vs XPO
+313.2%
-317.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +5.6% | +6.9% | -1.2% | +3.0% |
| 30D | -34.9% | +4.1% | -39.0% | -36.1% |
| 3M | -23.4% | -9.7% | -13.7% | -20.8% |
| 6M | -7.7% | -3.8% | -4.0% | -7.5% |
| YTD | +35.6% | +38.8% | -3.1% | +12.2% |
| 1Y | -3.4% | +34.2% | -37.6% | -19.3% |
| 3Y | +78.0% | +126.9% | -49.0% | +2.6% |
| 5Y | -4.4% | +297.5% | -301.9% | -64.1% |
| All | -4.4% | +313.2% | -317.7% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling