+467.1%
DDOG vs XPO
+656.7%
-189.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -2.3% |
| 7D | -10.1% | +2.4% | -12.6% | -10.9% |
| 30D | -24.8% | -3.5% | -21.3% | -23.9% |
| 3M | -12.6% | -11.9% | -0.7% | -9.4% |
| 6M | +79.9% | -10.0% | +89.9% | +82.8% |
| YTD | +56.6% | +42.1% | +14.5% | +34.3% |
| 1Y | +61.6% | +47.6% | +14.0% | +35.2% |
| 3Y | +117.9% | +153.6% | -35.7% | +40.9% |
| 5Y | +54.2% | +266.5% | -212.3% | -21.2% |
| All | +467.1% | +656.7% | -189.7% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling