+391.2%
DDOG vs XRT
+137.5%
+253.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +1.2% |
| 7D | +5.6% | -0.4% | +6.1% | +5.8% |
| 30D | -34.9% | +7.5% | -42.4% | -38.9% |
| 3M | -23.4% | +2.3% | -25.8% | -26.0% |
| 6M | -7.7% | +12.8% | -20.6% | -16.8% |
| YTD | +35.6% | +7.1% | +28.6% | +26.0% |
| 1Y | -3.4% | +12.3% | -15.6% | -13.4% |
| 3Y | +78.0% | +57.0% | +21.0% | +21.9% |
| 5Y | -4.4% | -4.3% | -0.1% | -12.5% |
| All | +391.2% | +137.5% | +253.8% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling