+61.6%
DDOG vs XRT
+3.4%
+58.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | -10.1% | +0.8% | -11.0% | -10.2% |
| 30D | -24.8% | -4.2% | -20.6% | -24.5% |
| 3M | -12.6% | +5.1% | -17.7% | -11.8% |
| 6M | +79.9% | +2.4% | +77.5% | +80.6% |
| YTD | +56.6% | +3.2% | +53.4% | +57.9% |
| 1Y | +61.6% | +1.5% | +60.1% | +69.1% |
| All | +61.6% | +3.4% | +58.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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